Tests for tax-clientele and tax-option effects in U.S. treasury bonds
Article Abstract:
How far the price of a bond may deviate from its present value is affected by both tax clientele having different tax brackets and tax options.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1995
Statistical Data Included, Methods, Prices and rates, Tax planning, Capital gains tax, Treasury securities, Estimated taxes
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1995
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The information frown in option prices
Article Abstract:
The impact of implied volatility forecasting on options and future markets is examined.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Options (Finance)
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Modeling time series information into option prices: an empirical evaluation of statistical projection and GARCH option pricing model
Article Abstract:
The viability of econometric models to evaluate option pricing is examined.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Taiwan, Usage, Stock index options, Econometric models
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Subjects list: United States, Analysis
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