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type_genre:"Statistik"
~subject:"Derivative"
~subject:"Government securities"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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ECONIS (ZBW)
32
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1
Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
2
Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global business and finance review
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
Saved in:
3
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
4
HAC corrections for strongly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
Saved in:
5
Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
Kuo, I.-doun
;
Lin, Yueh-neng
- In:
Review of financial economics : RFE
18
(
2009
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10003832528
Saved in:
6
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Saved in:
7
An empirical analysis of the US dollar, yen and eurodollar exchange shock mean and volatility spillover to domestic and China stock markets
Wei, Ching Chun
- In:
International journal of economics
3
(
2009
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10003932421
Saved in:
8
Have European stocks become more volatile? : an empirical investigation of idiosyncratic and market risk in the Euro area
Kearney, Colm
;
Potì, Valerio
- In:
European financial management : the journal of the …
14
(
2008
)
3
,
pp. 419-444
Persistent link: https://www.econbiz.de/10003724983
Saved in:
9
Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003492789
Saved in:
10
Reply to A comment on "A hedging deficiency in eurodollar futures"
Chance, Don M.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 195-201
Persistent link: https://www.econbiz.de/10010190354
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