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Implied volatility asymmetries in treasury bond futures options

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  • David P. Simon

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  • David P. Simon, 1997. "Implied volatility asymmetries in treasury bond futures options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(8), pages 873-885, December.
  • Handle: RePEc:wly:jfutmk:v:17:y:1997:i:8:p:873-885
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    Cited by:

    1. Duong T Le, 2015. "Ex-ante Determinants of Volatility in the Crude Oil Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(1), pages 1-13, January.
    2. Ding, Ashley, 2021. "A state-preference volatility index for the natural gas market," Energy Economics, Elsevier, vol. 104(C).
    3. Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021. "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, vol. 140(2), pages 412-435.

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