International Journal of Bonds and Derivatives (IJBD)

International Journal of Bonds and Derivatives

2015 Vol.1 No.4


Pages Title and author(s)
273-283Long memory and volatility behaviour in Paris option market
Nessim Souissi; Abderrahmen Aloulou
DOI: 10.1504/IJBD.2015.073789
284-301A study of the lead-lag relationship between price change and trading volume in futures markets using high-frequency data
Denise W. Streeter; Mohammad Najand; V. Reddy Dondeti; James E. Benton
DOI: 10.1504/IJBD.2015.073790
302-309How compounding bonds should be estimated? A realistic approach
Safdar Hussain Tahir; Hazoor Muhammad Sabir; Nadeem Nazir
DOI: 10.1504/IJBD.2015.073791
310-332Climate change and effective catastrophe risk management mechanisms: a law and economics analysis of insurance and insurance-linked securities
Qihao He
DOI: 10.1504/IJBD.2015.073788
333-368An empirical examination of currency ETFs tracking error
Stoyu I. Ivanov
DOI: 10.1504/IJBD.2015.073794

 

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