’s. Without the AWE, married women’s employment would be as volatile as men and display negative skewness (declining quickly in …

structural shocks (SVAR) that are identified using sign restrictions and whose distribution is subject to time-varying skewness … variation in the skewness of demand, supply and monetary policy shocks between 1999 and 2019. This variation lies behind a …

estimar un índice de volatilidad de una cartera de activos cuando no se emiten opciones sobre ella. Esta metodología permite … construir índices de volatilidad para carteras personalizadas empleando las opciones emitidas sobre las acciones individuales y …

The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most …

We document widespread violations of stochastic dominance by one-month S&P 500 index call options market over 1986 … distribution. Most of the violations by post-crash options are not due to the smile being too steep: options are underpriced over … substantial increase in violations over 1997-2006. These results do not support the hypothesis that the options market is becoming …

This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets …

existing, RPS programs, to better understand the policy design options available when developing an RPS program, the potential … positive and negative impacts RPS component options have on each principle.The use of an energy-based compliance requirement … a state. Of the RPS design options analyzed, most have positive impacts on some best practice principles while having …