Return and volatility transmission between China's and international crude oil futures markets: A first look.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 860, doi. 10.1002/fut.22103
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 6
Results: 10
1
2
When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 1011, doi. 10.1002/fut.22102
- By:
- Publication type:
- Article
3
Repeated Richardson extrapolation and static hedging of barrier options under the CEV model.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 974, doi. 10.1002/fut.22100
- By:
- Publication type:
- Article
4
Does corporate hedging affect firm valuation? Evidence from the IPO market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 895, doi. 10.1002/fut.22098
- By:
- Publication type:
- Article
5
Bank risk‐taking and market discipline: Evidence from CoCo bonds in Korea.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 885, doi. 10.1002/fut.22097
- By:
- Publication type:
- Article
6
Index options open interest and stock market returns.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 989, doi. 10.1002/fut.22095
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- Publication type:
- Article
7
Volatility as an asset class: Holding VIX in a portfolio.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 841, doi. 10.1002/fut.22094
- By:
- Publication type:
- Article
8
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 945, doi. 10.1002/fut.22093
- By:
- Publication type:
- Article
9
Pricing VIX options with volatility clustering.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 928, doi. 10.1002/fut.22092
- By:
- Publication type:
- Article
10
Journal of Futures Markets: Volume 40, Number 6, June 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 6, p. 839, doi. 10.1002/fut.22028
- Publication type:
- Article