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There are 10818 results for: content related to: Options on bond futures: Isolating the risk premium

  1. Option volume and volatility response to scheduled economic news releases

    Journal of Futures Markets

    Volume 23, Issue 4, April 2003, Pages: 315–345, John R. Nofsinger and Brian Prucyk

    Article first published online : 24 FEB 2003, DOI: 10.1002/fut.10064

  2. Is volatility risk priced in the KOSPI 200 index options market?

    Journal of Futures Markets

    Volume 29, Issue 9, September 2009, Pages: 797–825, Sun-Joong Yoon and Suk Joon Byun

    Article first published online : 14 JUL 2009, DOI: 10.1002/fut.20386

  3. Who knows more about future currency volatility?

    Journal of Futures Markets

    Volume 29, Issue 3, March 2009, Pages: 270–295, Charlie Charoenwong, Nattawut Jenwittayaroje and Buen Sin Low

    Article first published online : 7 JAN 2009, DOI: 10.1002/fut.20351

  4. The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets

    Journal of Futures Markets

    Volume 28, Issue 11, November 2008, Pages: 1013–1039, Dean Diavatopoulos, James S. Doran and David R. Peterson

    Article first published online : 9 SEP 2008, DOI: 10.1002/fut.20327

  5. Multifactor implied volatility functions for HJM models

    Journal of Futures Markets

    Volume 26, Issue 8, August 2006, Pages: 809–833, I-Doun Kuo and Dean A. Paxson

    Article first published online : 21 JUN 2006, DOI: 10.1002/fut.20215

  6. Is there information in the volatility skew?

    Journal of Futures Markets

    Volume 27, Issue 10, October 2007, Pages: 921–959, James S. Doran, David R. Peterson and Brian C. Tarrant

    Article first published online : 14 AUG 2007, DOI: 10.1002/fut.20279

  7. Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs

    Journal of Futures Markets

    Volume 29, Issue 11, November 2009, Pages: 1067–1099, Hossein Kazemi and Ying Li

    Article first published online : 21 JUL 2009, DOI: 10.1002/fut.20392

  8. Empirical tests of canonical nonparametric American option-pricing methods

    Journal of Futures Markets

    Volume 30, Issue 6, June 2010, Pages: 509–532, Jamie Alcock and Diana Auerswald

    Article first published online : 29 JUL 2009, DOI: 10.1002/fut.20421

  9. Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

    Journal of Futures Markets

    Volume 26, Issue 11, November 2006, Pages: 1089–1130, Joel Rentzler, Kishore Tandon and Susana Yu

    Article first published online : 22 SEP 2006, DOI: 10.1002/fut.20226

  10. Risk–return relationships in foreign-currency futures following macroeconomic announcements

    Journal of Futures Markets

    Volume 22, Issue 8, August 2002, Pages: 729–764, Li-Ming Han and Onem Ozocak

    Article first published online : 3 JUN 2002, DOI: 10.1002/fut.10030

  11. On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error

    Economic Notes

    Volume 39, Issue 3, November 2010, Pages: 203–226, Flavio Angelini and Marco Nicolosi

    Article first published online : 14 APR 2011, DOI: 10.1111/j.1468-0300.2011.00226.x

  12. Implied correlation index: A new measure of diversification

    Journal of Futures Markets

    Volume 25, Issue 2, February 2005, Pages: 171–197, Vasiliki D. Skintzi and Apostolos-Paul N. Refenes

    Article first published online : 29 NOV 2004, DOI: 10.1002/fut.20137

  13. The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash

    Journal of Futures Markets

    Volume 27, Issue 6, June 2007, Pages: 555–574, Joseph K. W. Fung

    Article first published online : 4 APR 2007, DOI: 10.1002/fut.20259

  14. Do futures-based strategies enhance dynamic portfolio insurance?

    Journal of Futures Markets

    Volume 24, Issue 6, June 2004, Pages: 591–608, Binh Huu Do and Robert W. Faff

    Article first published online : 6 APR 2004, DOI: 10.1002/fut.10125

  15. Determinants of compensation: A study of pay, performance, and gender differences for fundraising professionals

    Nonprofit Management and Leadership

    Volume 18, Issue 4, Summer 2008, Pages: 435–463, Debra J. Mesch and Patrick M. Rooney

    Article first published online : 2 JUN 2008, DOI: 10.1002/nml.197

  16. Option Market Efficiency and Analyst Recommendations

    Journal of Business Finance & Accounting

    Volume 37, Issue 5-6, June/July 2010, Pages: 560–590, James S. Doran, Andy Fodor and Kevin Krieger

    Article first published online : 19 FEB 2010, DOI: 10.1111/j.1468-5957.2010.02189.x

  17. Implied volatility asymmetries in treasury bond futures options

    Journal of Futures Markets

    Volume 17, Issue 8, December 1997, Pages: 873–885, David P. Simon

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199712)17:8<873::AID-FUT2>3.0.CO;2-I

  18. The Intraday and Overnight Behavior of SPY Options and Adjusted Delta Hedging

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 443–468, David P. Simon

    Article first published online : 29 MAY 2012, DOI: 10.1002/fut.21558

  19. Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 103–124, Dong Woo Rhee, Suk Joon Byun and Sol Kim

    Article first published online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01066.x

  20. Price discovery in the treasury futures market

    Journal of Futures Markets

    Volume 27, Issue 11, November 2007, Pages: 1021–1051, Michael W. Brandt, Kenneth A. Kavajecz and Shane E. Underwood

    Article first published online : 12 SEP 2007, DOI: 10.1002/fut.20275