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Search: subject:"Eurodollar futures"
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Derivat
5
Derivative
5
Eurodollar Futures Options
4
Implied Volatility
4
Option pricing theory
4
Optionspreistheorie
4
Currency derivative
3
Eurodollar Futures
3
Eurodollar futures
3
Euromarkets
3
Euromarkt
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
Währungsderivat
3
eurodollar futures
3
Estimation
2
Eurodollar futures options
2
Forecasting model
2
GMM Regression
2
Geldpolitik
2
Interest rate derivative
2
Liquidity
2
Monetary policy
2
Prognoseverfahren
2
Schätzung
2
Term Structure Models
2
Volatility Bias
2
Volatility Smile
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
bootstrap method
2
genetic algorithm
2
implied volatility
2
jump
2
market efficiency
2
mutlifactor
2
term structure
2
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Free
12
Undetermined
4
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Article
11
Book / Working Paper
5
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Article in journal
5
Aufsatz in Zeitschrift
5
Article
3
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2
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Graue Literatur
1
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English
12
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4
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Kim, Kwanho
6
Chiarella, Carl
2
Poonvoralak, Wantanee
2
Bandyopadhyay, Paramita
1
Brigo, Damiano
1
Graceffa, Federico
1
Guisinger, Amy
1
Kreicher, Lawrence
1
McCauley, Robert N.
1
McCracken, Michael W.
1
Neuman, Eyal
1
Owyang, Michael T.
1
Pirjol, Dan
1
Rutkowski, Marek
1
Sandmann, K.
1
Sandmann, Klaus
1
Sondermann, D.
1
Sondermann, Dieter
1
To, Thuy-Duong
1
Tse, Yiuman
1
Tô, Thuy-Duong
1
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University of Bonn, Germany
2
Finance Discipline Group, Business School
1
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Global Business & Finance Review (GBFR)
3
Global business and finance review
3
Discussion Paper Serie B
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Computational Economics
1
Quantitative finance
1
Research Paper Series / Finance Discipline Group, Business School
1
Review of Quantitative Finance and Accounting
1
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1
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ECONIS (ZBW)
7
RePEc
6
EconStor
3
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Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
2
Reconsidering the Fed's forecasting advantage
Guisinger, Amy
;
McCracken, Michael W.
;
Owyang, Michael T.
-
2022
Persistent link: https://www.econbiz.de/10012803478
Saved in:
3
Variance bounds test of volatility expectations in
eurodollar
futures
options markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012286676
Saved in:
4
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:
5
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global Business & Finance Review (GBFR)
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012286633
Saved in:
6
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
7
Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global Business & Finance Review (GBFR)
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012286610
Saved in:
8
Asset managers, eurodollars and unconventional monetary policy
Kreicher, Lawrence
;
McCauley, Robert N.
-
2016
Persistent link: https://www.econbiz.de/10011535688
Saved in:
9
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:
10
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:
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