What Makes the VIX Tick? (Varren Bailey, Lin Zheng, Yinggang Zhou)
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium (Giovanni Calice, Christos Ioannidis, RongHui Miao)
Market Segmentation, Price Disparity and Transmission of Pricing Information: Evidence from Class A and H shares of Chiness Dual-Listed Companies (Kyung-Won Kim, Yong Hyeon Kim)