Analyzing interactive call, default, and conversion policies for corporate bonds.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1597, doi. 10.1002/fut.22359
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2022 AND VI 42 AND IP 8
Results: 10
1
2
The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1434, doi. 10.1002/fut.22339
- By:
- Publication type:
- Article
3
Option pricing with state‐dependent pricing kernel.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1409, doi. 10.1002/fut.22338
- By:
- Publication type:
- Article
4
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1518, doi. 10.1002/fut.22344
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- Publication type:
- Article
5
Beta and size equity premia following a high‐VIX threshold.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1491, doi. 10.1002/fut.22343
- By:
- Publication type:
- Article
6
Forecasting high‐yield equity and CDS index returns: Does observed cross‐market informational flow have predictive power?
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1466, doi. 10.1002/fut.22342
- By:
- Publication type:
- Article
7
Exploring the dynamics of the equity–commodity nexus: A study of base metal futures.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1573, doi. 10.1002/fut.22358
- By:
- Publication type:
- Article
8
The information effect of order flows in foreign currency futures and spot markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1549, doi. 10.1002/fut.22345
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 42, Number 8, August 2022.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1407, doi. 10.1002/fut.22234
- Publication type:
- Article
10
Withdrawn: Yan, C, Zhao, B. (2018). A general jump‐diffusion process to price volatility derivatives. J Futures Markets, 39, 15–37. https://doi.org/10.1002/fut.21962.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1639, doi. 10.1002/fut.22130
- Publication type:
- Article