Results 31 to 40 of about 608,181 (308)
Effective Bid-Ask Spreads in Futures versus Futures Options
While considerable research has estimated liquidity costs of futures trading, little comparable research is available about options markets. This study determines effective bid-ask spreads in options and futures markets for Kansas City Board of Trade ...
Samarth Shah +2 more
doaj +1 more source
A geometric proof of the upper bound on the size of partial spreads in H(4n+1, q²) [PDF]
We give a geometric proof of the upper bound of q(2n+1) + 1 on the size of partial spreads in the polar space H(4n + 1, q(2)). This bound is tight and has already been proved in an algebraic way.
Vanhove, Frédéric
core +1 more source
Flight of the Condors: Evidence on the Performance of Condor Option Spreads in Australia
This paper examines whether superior nominal and risk-adjusted returns can be generated using condor option spread strategies on a large capitalized Australian stock.
Scott James Niblock
doaj +1 more source
Rollover risk and credit spreads in the financial crisis of 2008
This paper investigates the asset pricing implications of rollover risk, i.e., the risk that firms might not be able to refinance their due liabilities.
Grace Xing Hu
doaj +1 more source
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen +23 more
wiley +1 more source
CREDIT SPREADS PADA REDUCED-FORM MODEL
There are two primary types of models in the literature that attempt to describe default processes for debt obligations and other defaultable financial instruments, usually referred to as structural and reduced-form (or intensity) models.
Di Asih I Maruddani +3 more
doaj +1 more source
ABSTRACT Background Oral mucositis is a common and debilitating side effect of childhood cancer and stem cell transplant treatments. It affects the quality of life of children and young people (CYP) and places a strain on services. Photobiomodulation is recommended for oral mucositis prevention in international guidance but is poorly implemented in UK ...
Claudia Heggie +4 more
wiley +1 more source
International business of banking: the pricing example of retail currency spreads [PDF]
In this paper the pricing of a specific service of currency exchange based on the retail exchange rate spreads is studied on the example of four international banking groups. The aim of this study is to explore pricing of currency exchange services based
Enn Listra
doaj
Impact of international and local conditions on sovereign bond spreads: International evidence
This paper examines the effect of international and domestic factors on the sovereign bond spreads for 22 developed countries in North America, Europe and Pacific Rim regions.
Selma Izadi, M. Kabir Hassan
doaj +1 more source
Liquidity, Credit Risk, and Their Interaction on the Spreads in China’s Corporate Bond Market
This paper investigates the impact of multidimension liquidity, credit risk, and the interaction between liquidity and credit risk on corporate bond spreads based on a large transaction data set from July, 2006 to June, 2016, including the monthly data ...
Zijian Wu, Baochen Yang, Yunpeng Su
doaj +1 more source

