International Journal of Bonds and Derivatives
2015 Vol.1 No.4
Pages | Title and author(s) |
273-283 | Long memory and volatility behaviour in Paris option marketNessim Souissi; Abderrahmen Aloulou DOI: 10.1504/IJBD.2015.073789 |
284-301 | A study of the lead-lag relationship between price change and trading volume in futures markets using high-frequency dataDenise W. Streeter; Mohammad Najand; V. Reddy Dondeti; James E. Benton DOI: 10.1504/IJBD.2015.073790 |
302-309 | How compounding bonds should be estimated? A realistic approachSafdar Hussain Tahir; Hazoor Muhammad Sabir; Nadeem Nazir DOI: 10.1504/IJBD.2015.073791 |
310-332 | Climate change and effective catastrophe risk management mechanisms: a law and economics analysis of insurance and insurance-linked securitiesQihao He DOI: 10.1504/IJBD.2015.073788 |
333-368 | An empirical examination of currency ETFs tracking errorStoyu I. Ivanov DOI: 10.1504/IJBD.2015.073794 |