No. 42-9, September 2022
Index
- A systemic change of measure from central clearing
- Are option traders more informed than Twitter users? A PVAR analysis
- Do VIX futures contribute to the valuation of VIX options?
- Dynamics in the VIX complex
- Editorial
- Financially constrained index futures arbitrage
- Journal of Futures Markets: Volume 42, Number 9, September 2022
- The information content of the volatility index options trading volume
- Volatility model applications in China's SSE50 options market
- Why are the prices of European‐style derivatives greater than the prices of American‐style derivatives?