No. 43-11, November 2023

Index

• A monetary policy–based explanation of swap spreads in China
• Belief distortion near 52W high and low: Evidence from Indian equity options market
• Credit default swaps and firm risk
• Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach
• Journal of Futures Markets: Volume 43, Number 11, November 2023
• Option pricing with overnight and intraday volatility
• The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases
• The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century