Details about Paul ZIMMERMANN
Access statistics for papers by Paul ZIMMERMANN.
Last updated 2022-02-12. Update your information in the RePEc Author Service.
Short-id: pzi147
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Journal Articles
Journal Articles
2022
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance
European Journal of Operational Research, 2022, 298, (1), 351-367
2021
- The role of the leverage effect in the price discovery process of credit markets
Journal of Economic Dynamics and Control, 2021, 122, (C)