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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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ECONIS (ZBW)
867
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1
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1
Equity volatility,
bond
yields, and yield spreads
Jubinski, Daniel
;
Lipton, Amy F.
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 480-503
Persistent link: https://www.econbiz.de/10010218783
Saved in:
2
Risk-free rates and variance futures prices
Rompolis, Leonidas S.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 943-967
Persistent link: https://www.econbiz.de/10011568814
Saved in:
3
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
4
A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
The effect of monetary surprises on financial futures prices
Woodward, Richard S.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001135428
Saved in:
7
Estimation of physical intensity models for default risk
Denault, Michel
;
Gauthier, Geneviève
;
Simonato, Jean-Guy
- In:
The journal of futures markets
29
(
2009
)
2
,
pp. 95-113
Persistent link: https://www.econbiz.de/10003831056
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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