Journal of Derivatives & Hedge Funds is now archived and no
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Volume 16, issue 2, August 2010
7 articles in this issue
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What drives the implied volatility of index options?
Authors
- Pradosh Simlai
- Content type: Original Article
- Published: 09 August 2010
- Pages: 85 - 99
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Liquidity and transaction costs in the European carbon futures market
Authors
- Alex Frino
- Jennifer Kruk
- Andrew Lepone
- Content type: Original Article
- Published: 09 August 2010
- Pages: 100 - 115
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Default modeling of funds using the Generalized Pareto distribution
Authors
- Marco Folpmers
- Content type: Original Article
- Published: 09 August 2010
- Pages: 116 - 122
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An eigenvalue approach to risk regimes in currency markets
Authors
- Pierre Lequeux
- Murali Menon
- Content type: Original Article
- Published: 09 August 2010
- Pages: 123 - 135
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The pricing of dividend futures in the European market: A first empirical analysis
Authors
- Sascha Wilkens
- Jens Wimschulte
- Content type: Original Article
- Published: 09 August 2010
- Pages: 136 - 143
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Volatility forecasting and liquidity: Evidence from individual stocks
Authors
- Peter Brous
- Ufuk Ince
- Ivilina Popova
- Content type: Original Article
- Published: 09 August 2010
- Pages: 144 - 159