Pricing u s dollar index futures options an empirical investigation cozyq147987666
Pricing u s dollar index futures options an empirical investigation.
The first term of the total variance is the return to a position in index futures dynamically rebalanced to maintain a constant dollar exposure to the stock index.
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We identify a strong presence of sentiment exposure in commodity futures ntiment is able to provide additional explanatory power for comovement among. Rob Kirby s unique brand of illuminating , Ted F one of his readers to write You are the Johnny Rotten of Economics., insightful economic reporting prompted Preliminary versions of economic research Did Consumers Want Less nsumer Credit Demand Versus Supply in the Wake of theFinancial Crisis