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Review of Derivatives Research

Issue 3/2003

Content (3 Articles)

Impact of Divergent Consumer Confidence on Option Prices

James Huang

The Dynamics of Implied Volatilities: A Common Principal Components Approach

Matthias R. Fengler, Wolfgang K. Härdle, Christophe Villa

Price Discovery, Causality and Forecasting in the Freight Futures Market

Manolis G. Kavussanos, Nikos K. Nomikos

May 03
Issue: 2/2003
Jan 04
Issue: 1/2004

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