In Memorium: Jayaram Muthuswamy.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1497, doi. 10.1002/fut.22271
- Publication type:
- Article
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 10
Results: 10
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2
Dynamic term structure models for SOFR futures.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1520, doi. 10.1002/fut.22246
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- Publication type:
- Article
3
Discrete variance swap in a rough volatility economy.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1640, doi. 10.1002/fut.22242
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- Publication type:
- Article
4
Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1618, doi. 10.1002/fut.22241
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- Publication type:
- Article
5
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1498, doi. 10.1002/fut.22240
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- Publication type:
- Article
6
The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1655, doi. 10.1002/fut.22239
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- Publication type:
- Article
7
Stock market tail risk, tail risk premia, and return predictability.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1569, doi. 10.1002/fut.22226
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- Publication type:
- Article
8
Effectiveness of the conditional random‐end trading mechanism on the Korea Exchange: Normal trade and Option Shock.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1545, doi. 10.1002/fut.22223
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- Publication type:
- Article
9
The dynamics of commodity return comovements.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1597, doi. 10.1002/fut.22222
- By:
- Publication type:
- Article
10
Journal of Futures Markets: Volume 41, Number 10, October 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 10, p. 1495, doi. 10.1002/fut.22141
- Publication type:
- Article