Credit default swaps and firm risk.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1668, doi. 10.1002/fut.22452
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2023 AND VI 43 AND IP 11
Results: 8
1
2
A monetary policy–based explanation of swap spreads in China.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1645, doi. 10.1002/fut.22451
- By:
- Publication type:
- Article
3
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1615, doi. 10.1002/fut.22450
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- Publication type:
- Article
4
Option pricing with overnight and intraday volatility.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1576, doi. 10.1002/fut.22448
- By:
- Publication type:
- Article
5
The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1559, doi. 10.1002/fut.22447
- By:
- Publication type:
- Article
6
Belief distortion near 52W high and low: Evidence from Indian equity options market.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1531, doi. 10.1002/fut.22446
- By:
- Publication type:
- Article
7
The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1499, doi. 10.1002/fut.22444
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 43, Number 11, November 2023.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 11, p. 1497, doi. 10.1002/fut.22356
- Publication type:
- Article