No. 38-11, November 2018
Index
- Equity index futures trading and stock price crash risk: Evidence from Chinese markets
- Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model
- Journal of Futures Markets: Volume 38, Number 11, November 2018
- Jump risk and option liquidity in an incomplete market
- Model specification and collateralized debt obligation (mis)pricing
- Multivariate constrained robust M‐regression for shaping forward curves in electricity markets
- Volatility and correlation timing: The role of commodities