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Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong - In: The journal of futures markets 37 (2017) 2, pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
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Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong; Byun, Suk Joon - In: The journal of futures markets 29 (2009) 9, pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
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Risk premiums and predictive ability of BAX futures
Gospodinov, Nikolaj; Jamali, Ibrahim - In: The journal of futures markets 31 (2011) 6, pp. 534-561
Persistent link: https://www.econbiz.de/10009009218
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Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad; Lee, Damien - In: The journal of futures markets 31 (2011) 8, pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
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Risk premium in electricity prices : evidence from the PJM market
Xiao, Yuewen; Colwell, David B.; Bhar, Ramaprasad - In: The journal of futures markets 35 (2015) 8, pp. 776-793
Persistent link: https://www.econbiz.de/10011392653
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Volatility risk premium in Indian options prices
Garg, Sonia; Vipul - In: The journal of futures markets 35 (2015) 9, pp. 795-812
Persistent link: https://www.econbiz.de/10011392659
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Aggregate volatility and market jump risk : an option-based explanation to size and value premia
Arisoy, Yakup Eser - In: The journal of futures markets 34 (2014) 1, pp. 34-55
Persistent link: https://www.econbiz.de/10010254958
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Extracting the expected path of monetary policy from futures rates
Sack, Brian - In: The journal of futures markets 24 (2004) 8, pp. 733-754
Persistent link: https://www.econbiz.de/10002138807
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Explaining credit default swap premia
Benkert, Christoph - In: The journal of futures markets 24 (2004) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10001850815
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Economic significance of risk premiums in the S&P 500 option market
Balyeat, R. Brian - In: The journal of futures markets 22 (2002) 12, pp. 1147-1178
Persistent link: https://www.econbiz.de/10001713591