The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime-Shift Pricing Approach.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 66, doi. 10.1002/fut.21711
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 1
Results: 6
1
2
Foreign Central Bank Activities in US Futures Markets.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 3, doi. 10.1002/fut.21705
- By:
- Publication type:
- Article
3
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 30, doi. 10.1002/fut.21723
- By:
- Publication type:
- Article
4
Information Flow, Trading Activity and Commodity Futures Volatility.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 88, doi. 10.1002/fut.21724
- By:
- Publication type:
- Article
5
Concentrated Production and Conditional Heavy Tails in Commodity Returns.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 46, doi. 10.1002/fut.21728
- By:
- Publication type:
- Article
6
Journal of Futures Markets: Volume 36, Number 1, January 2016.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 1, doi. 10.1002/fut.21741
- Publication type:
- Article