Journal of Financial Econometrics
"Are Price Limits on Futures Markets that Cool? Evidence from the Brazilian Mercantile and Futures Exchange."
M. Fernandes,
M. Dos Santos Rocha,
Journal of Financial Econometrics,
(5)
219-242
2007
SSRN Abstract
"The Expectation Hypothesis of the Term Structure of Implied Volatility: Evidence from Foreign Currency and Stock Index Options."
H. Park,
S. Byoun,
C. Kwok,
Journal of Financial Econometrics,
(1)
126-151
2003
|