
International Journal of Bonds and Derivatives
2017 Vol.3 No.3
Pages | Title and author(s) |
183-203 | Zero interest rates and cross-section of stock returnsMoustafa Abuelfadl DOI: 10.1504/IJBD.2017.088497 |
204-222 | Corporate bond trading in Indonesia: an empirical study of the role of volume and volatilityS. Utami Puspaputri; Sigit S. Wibowo DOI: 10.1504/IJBD.2017.088502 |
223-234 | Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?Takayasu Ito DOI: 10.1504/IJBD.2017.088512 |
235-252 | A reverse index futures split effect on liquidity and market dynamicsFassas Athanasios; Hourvouliades Nikolas DOI: 10.1504/IJBD.2017.088533 |
253-274 | Measuring volatility in the Indian commodity futuresS. Kirithiga; G. Naresh; S. Thiyagarajan DOI: 10.1504/IJBD.2017.088545 |