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simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
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The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets. We analyse two European markets: the safe and developed Swedish market, and the risky and developing Hungarian one....
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