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Does implied volatility imply...
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Showing
1
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10
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385,605
Sort
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date (newest first)
date (oldest first)
1
The mispricing of US treasury callable bonds
Carayannopoulos, Peter
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
Saved in:
2
Examination of long-term Bond iShare option selling strategies
Simon, David P.
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 465-489
This article examines
volatility
trades in Lehman Brothers 20 Year US Treasury Index iShare (TLT) options from July …
Persistent link: https://www.econbiz.de/10003962639
Saved in:
3
The implied
volatility
of US interest rates : evidence from callable US treasuries
Bliss, Robert R.
;
Ronn, Ehud I.
-
1995
Persistent link: https://www.econbiz.de/10000925735
Saved in:
4
Do stylized facts of equity-based
volatility
indices apply to fixed-income
volatility
indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
5
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
6
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
;
Ronn, Ehud I.
-
1997
Persistent link: https://www.econbiz.de/10000975260
Saved in:
7
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
8
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
9
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
10
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
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