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Implied volatility surfaces: uncovering regularities for options on nancial futures.pdf
- It is well known that the implied volatilities of options on the same underlying asset differ across strike prices and terms to expiration. However, the reason for this remains unclear. Before the development of theory to explain this phenomenon, it may be helpful to better understand the empirical record of implied volatility surfaces. If regularities are discovered which are stable over time, this may aid the development of theories to explain implied volatility surfaces and provide a means to test alternative models. This paper identi es these regularities and subsequent research will examine the implica- tions of these results. While a number of papers have examined individual option markets and identi ed smile patterns, it is not clear whether the conclusions found are based upon idiosyncrasies of a particular market or more generally apply to options in other markets. This research lls this gap in the literature by examining sixteen options markets on nancial futures (comprising
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A DSGE model of banks and -nancial intermediation with default….pdf
- DSGEmodel defaultriskMichael WickensUniversity CardiBusiness SchoolAugust 2011AbstractThis paper tak
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Joint logistics and financial services by a 3PL firm.pdf
- Production,Manufacturing LogisticsJointlogistics financialservices 3PLfirmXiangfeng Chena, Gangshu (Ge
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文献_宏观经济学研讨会(总第217期)_Macrofinancial History and the New Business cycle.pdf
- MacrofinancialHistoryand NewBusiness Cycle Facts`Oscar Jord` a†Moritz Schularick‡Alan M. TaylorNBER M
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nancial frictions in a dsge model for brazil the role of.pdf
- matter-of-factfinancial frictions macroprudentialinstruments andmonetary policyFabia A. de CarvalhoMa
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Seeking direction men, money advice and the road to nancial….pdf
- Loughborough’sInstitutional Repository (dspace.lboro.ac.uk/) madeavailable under followingCr
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Linkages between asset classes during the nancial crisis,….pdf
- Linkagesbetween asset classes during financialcrisis,accounting marketmicrostructure noiseand non-syn
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Does financial liberalization spur growth.pdf
- Doesfinancial liberalization spur growth?Geert Bekaerta,d, Campbell R. Harveyb,d,, Christian Lundblad
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Consolidated nancial statements - Vancity 2014 ….pdf
- statementsConsolidatedfnancial2013Victoria gastropub supports localfood movementSpinnakers Gastro Br
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The shadow banking system implications for fi nancial regulation.pdf
- Banquede France FinancialStability Review No.13 nancialregulation September2009 1The shadow banking
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向豆丁求助:有没有nancial?