Portland, OR 97203
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Stock Exchange of Thailand (SET) Index, chaos, equity markets, emerging market economies
Prospectors, Losers, Prospect Theory, Short-term Options
Risk-Neutral Moments, Crude Oil Futures, Returns, Volatility
Stock-Flow, Macroeconomic News, Metal Futures
REIT, macroeconomic, news, public information
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: fire.pdf
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This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2800078.pdf
equity markets, crude oil, nonlinearity, asymmetry, EGARCH, Granger causality
risk-neutral moments; crude oil futures options; implied volatility
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