Narrow search
Showing 1 - 4 of 4
Cover Image
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Cover Image
One-month LIBOR derivatives
Neely, Christopher J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986835
Cover Image
Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Cover Image
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J. - Federal Reserve Bank of St. Louis - 2004
futures. No existing explanation—including a price of volatility risk—can completely explain the bias, but much of this …
Persistent link: https://www.econbiz.de/10005707661