Volume 6, Issue 3 | Review of Derivatives Research

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Volume 6, Issue 3

October 2003

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3 articles in this issue

Impact of Divergent Consumer Confidence on Option Prices
James Huang
OriginalPaper Pages: 165 - 177
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Matthias R. Fengler
Wolfgang K. Härdle
Christophe Villa
OriginalPaper Pages: 179 - 202
Price Discovery, Causality and Forecasting in the Freight Futures Market
Manolis G. Kavussanos
Nikos K. Nomikos
OriginalPaper Pages: 203 - 230