51 |
|
Realized bond-stock correlation: Macroeconomic announcement effects
|
Christiansen, C.; Ranaldo, A.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
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52 |
|
Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
|
Bortoli, L.; Frino, A.; Jarnecic, E.; Johnstone, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
53 |
|
New evidence on expiration-day effects using realized volatility: An intraday analysis for the Spanish stock exchange
|
Illueca, M.; LaFuente, J. A.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
54 |
|
Nonlinear asymmetric models of the short-term interest rate
|
Demirtas, K. O.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
55 |
|
Spot-futures spread, time-varying correlation, and hedging with currency futures
|
Lien, D.; Yang, L.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
56 |
|
Editors note
|
Webb, R. I.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
57 |
|
Testing range estimators of historical volatility
|
Shu, J.; Zhang, J. E.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
58 |
|
Reevaluating hedging performance
|
Cotter, J.; Hanly, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
59 |
|
Black-Scholes-Merton revisited under stochastic dividend yields
|
Lioui, A.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
60 |
|
Limit Order Book Transparency, Execution Risk, and Market Liquidity: Evidence From the Sydney Futures Exchange
|
Bortoli, L.; Frino, A.; Jarnecic, E.; Johnstone, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
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