This paper investigates the properties of implied volatility series calculated from options on
Treasury bond futures, traded on LIFFE. We demonstrate that the use of near‐maturity at the …

In 1998 the outstanding value of the eurobond market was estimated to be $2,648.3 billion.
Despite its size, the market has not attracted the attention from academics that it deserves. …

Written by an international team of authors, this book provides the first systematic account of
the control of corporate Europe based on voting block data disclosed in accordance with the …

… The authors are grateful to Marco Becht, Currim Oozeer and Colin Mayer for valuable
comments. Data for this research were generously provided by Bureau van Dijk, Brussels. …

In the business environment, the customer dictates, therefore marketing communication
represents an important factor within customer relationship. The right message at the right time is …

Following earlier discussions, in June 2000, Arshad Zaman Associates were invited by the
Islamic Development Bank, as external experts, to prepare an Occasional Paper on “The …

Since 1999 an increase in magnitude and volatility of the credit spread is observable in the
German bond market. This paper analyses the credit spread of German industrial bonds …

Unexpected events can have lasting effects on financial uncertainty, which in turn affects the
real economy. This paper uses a model in which the realizations of ex-ante unlikely events …

… volatility based on option pricing (Brooks and Oozeer 2002). However, derivatives markets
in … Brooks, Chris, and M. Currim Oozeer. 2002.“Modelling the Implied Volatility of Options on …