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The effect of futures trading on cash market volatility : evidence from the London stock exchange
Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000875870
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Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder - 1997
Persistent link: https://www.econbiz.de/10000654569
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Why do the LIFFE and DTB bund futures contracts trade at different prices?
Breedon, Francis J. - 1996
Persistent link: https://www.econbiz.de/10000631397
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Electronic versus open outcry markets : the case of the bund futures contract
Breedon, Francis J.; Holland, Allison - 1998
Persistent link: https://www.econbiz.de/10000978782
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Deriving estimates of inflation expectations from the prices of UK government bonds
Deacon, Mark; Derry, Andrew J. - 1994
Persistent link: https://www.econbiz.de/10000891400
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Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
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Assessing central counterparty margin coverage on futures contracts using GARCH models
Knott, Raymond (contributor); Polenghi, Marco (contributor) - 2006
Persistent link: https://www.econbiz.de/10003267237
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A model of building society interest rate setting
Paisley, Joanna - 1994
Persistent link: https://www.econbiz.de/10000888025
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House prices, arrears and possessions : a three equation model for the UK
Breedon, Francis J.; Joyce, Michael A. S. - 1993
Persistent link: https://www.econbiz.de/10000862334
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Tradable and non-tradable prices in the UK and EC : measurement and explanation
Melliss, Chris - 1993
Persistent link: https://www.econbiz.de/10000862335