International Journal of Bonds and Derivatives

2016 - 2021

From Inderscience Enterprises Ltd
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Price dissemination of international and domestic commodity markets pp. 179-195: S. Thiyagarajan, S. Mahalakshmi, S. Kirithiga and G. Naresh
The CDS-bond basis arbitrage in emerging markets: extreme sovereign risk pp. 196-220: Imen Daoued and Mohamed Imen Gallali
Do Africa stock markets exhibit any evidence of risk-return trade-off? pp. 221-235: Kalu O. Emenike
Modelling the dynamics of long-term bonds with Kalman filter pp. 236-257: Romeo Mawonike, Dennis Ikpe and Samuel Asante Gyamerah
Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets pp. 258-279: Muneer Shaik, Abhiram Kartik Lanka and Gurmeet Singh

Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market pp. 89-103: Drosos Koutsokostas, Spyros Papathanasiou and Nikolaos Eriotis
Measuring the diversification of a loan portfolio pp. 104-113: AgnÃ¨s Tourin
Empirical study on the factors affecting bond market returns-evidence from Indian markets pp. 114-125: S.C. Sharma, Bhavna Chhabra and Navneet Saxena
Features of skewness-adjusted binomial interest rate models pp. 126-151: R. Stafford Johnson and Amit Sen
Googling investor's sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis pp. 152-178: Fayrouz Souissi, Yousra Trichilli and Mouna BoujelbÃ¨ne-Abbes

Zero interest rates and cross-section of stock returns pp. 183-203: Moustafa Abuelfadl
Corporate bond trading in Indonesia: an empirical study of the role of volume and volatility pp. 204-222: S. Utami Puspaputri and Sigit Wibowo
Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy? pp. 223-234: Takayasu Ito
A reverse index futures split effect on liquidity and market dynamics pp. 235-252: Athanasios Fassas and Hourvouliades Nikolas
Measuring volatility in the Indian commodity futures pp. 253-274: S. Kirithiga, G. Naresh and S. Thiyagarajan

Smile perfect match extension pp. 93-113: Christian Kamtchueng
The weekend effect: a fractional integration and trading robot analysis pp. 114-131: Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun and Inna Makarenko
Spillover effects of foreign institutional investments in India pp. 132-152: Harendra Behera
Modelling VIX and VIX derivatives with reducible diffusions pp. 153-175: Zhigang Tong
Operational constraints of equity financed budget deficit in interest-free economy pp. 176-182: Ibrahim Onour

Optimal hedging using both regular and weather derivatives pp. 1-20: Augusto Castillo and Rafael Aguila
Real rate swaption and zero coupon inflation index swaption pp. 21-43: Christian Kamtchueng
Impact of seasoned equity and private placement disclosures on derivative prices: are the spot and option markets integrated? pp. 44-70: Mohamed Ariff, Fan-Fah Cheng and Shamsher Mohamad
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market pp. 71-92: Issam Bousalam and Moustapha Hamzaoui

Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts pp. 186-210: Roberto J. SantillÃ¡n-Salgado, Melissa G. Ulin-Lastra and Francisco LÃ³pez-Herrera
Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications pp. 211-232: Salvador Cruz-AkÃ©, Reyna Susana GarcÃa-Ruiz and Francisco Venegas-MartÃnez
Spatial valuation of annuity derivatives pp. 233-248: Gabriel Alberto Agudelo Torres, Luis Ceferino Franco ArbelÃ¡ez and Luis Eduardo Franco Ceballos
Futures contract implementation and the impact on commodity spot price volatility: evidence from Latin America pp. 249-266: Osmar H. Zavaleta-VÃ¡zquez and Laura Arenas
The integration of Latin American bond markets: a copula analysis approach (1999-2015) pp. 267-283: Edgar Ortiz, Francisco LÃ³pez-Herrera, Roberto J. SantillÃ¡n-Salgado and Alejandro Fonseca-RamÃrez

Sensitivity of mountain range options prices pp. 87-107: Krzysztof Echaust and Marcin Bartkowiak
The information value of credit rating withdrawals pp. 108-132: Seongbaek Yi, Lisa Fairchild and Yoon S. Shin
Long memory and fractional cointegration relationship between physical and financial oil markets pp. 133-151: Achraf Ghorbel and Nessim Souissi
The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective pp. 152-182: Michael Jacobs Jr.

Acquisitions of bankrupt and distressed firms pp. 1-39: Elena Precourt and Henry Oppenheimer
Modelling volatility in Indian currency market pp. 40-58: Sanjiv Mittal and Ashish Kumar
Volatility spillovers across the swap markets: evidence from US, Australian, and Japanese swap markets pp. 59-86: Vivek Bhargava, D.K. Malhotra and George Tsetsekos