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- 2022
-
Mark
How do Firms Hedge in Financial Distress?
(
- Contribution to journal › Article
- 2015
-
Mark
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to the Efficient Futures Market Hypothesis
(
- Contribution to journal › Article
-
Mark
Two order books are better than one? Trading at settlement (TAS) in VIX futures
(
- Contribution to journal › Article
- 2014
-
Mark
The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
(
- Contribution to journal › Article
- 2013
-
Mark
A Term Structure Model for VIX Futures
(
- Contribution to journal › Article
- 2008
-
Mark
Credit Risk Management in Greater China
(
- Contribution to journal › Article
- 2007
-
Mark
Back to the future: Futures margins in a future credit default swap index futures market
(
- Contribution to journal › Article