Carry Trades and Sovereign CDS Spreads: Evidence from Asia-Pacific Markets.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 11, p. 1067, doi. 10.1002/fut.21694
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2015 AND VI 35 AND IP 11
Results: 6
1
2
Forecasting Volatility in the Presence of Limits to Arbitrage.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 11, p. 987, doi. 10.1002/fut.21696
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- Publication type:
- Article
3
How Important is a Non-Default Factor for CDS Valuation?
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 11, p. 1088, doi. 10.1002/fut.21699
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- Publication type:
- Article
4
Stock-Versus-Flow Distinctions, Information, and the Role of Inventory.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 11, p. 1003, doi. 10.1002/fut.21686
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- Publication type:
- Article
5
Return-Implied Volatility Dynamics of High and Low Yielding Currencies.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 11, p. 1026, doi. 10.1002/fut.21688
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- Publication type:
- Article
6
Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 11, p. 1042, doi. 10.1002/fut.21689
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- Publication type:
- Article