No. 38-5, May 2018
Index
- Asymmetric and nonlinear dynamics in sovereign credit risk markets
- Determinants of intraday price discovery in VIX exchange traded notes
- Journal of Futures Markets: Volume 38, Number 5, May 2018
- Macroeconomic news announcements, systemic risk, financial market volatility, and jumps
- On full calibration of hybrid local volatility and regime‐switching models
- Price discovery dynamics in European agricultural markets
- Quadratic approximation of the slow factor of volatility in a multifactor stochastic volatility model