G1

General Financial Markets

Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery

Author(s)

Thorsten V. Koeppl

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The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps

Author(s)

Bent Jesper Christensen

Morten Ø. Nielsen

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Forecasting Exchange Rate Volatility In The Presence Of Jumps

Author(s)

Bent Jesper Christensen

Morten Ø. Nielsen

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The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices

Author(s)

Bent Jesper Christensen

Morten Ø. Nielsen

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The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets

Author(s)

Bent Jesper Christensen

Morten Ø. Nielsen

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Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns

Author(s)

Morten Ø. Nielsen

Per Houmann Frederiksen

Torben G. Andersen

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Using Financial Market Information To Enhance Canadian Fiscal Policy

Author(s)

Huw Lloyd-Ellis

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Long-term Information, Short-lived Derivative Securities

Author(s)

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The Existence Of Equilibrium In A Financial Market With General Personal And Corporate Tax Structures

Author(s)

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