International Journal of Bonds and Derivatives (IJBD)

International Journal of Bonds and Derivatives

2017 Vol.3 No.2


Pages Title and author(s)
93-113Smile perfect match extension
Christian Kamtchueng
DOI: 10.1504/IJBD.2017.084917
114-131The weekend effect: a fractional integration and trading robot analysis
Guglielmo Maria Caporale; Luis Gil-Alana; Alex Plastun; Inna Makarenko
DOI: 10.1504/IJBD.2017.084921
132-152Spillover effects of foreign institutional investments in India
Harendra Kumar Behera
DOI: 10.1504/IJBD.2017.084922
153-175Modelling VIX and VIX derivatives with reducible diffusions
Zhigang Tong
DOI: 10.1504/IJBD.2017.084927
176-182Operational constraints of equity financed budget deficit in interest-free economy
Ibrahim A. Onour
DOI: 10.1504/IJBD.2017.084935

 

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