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Market microstructure effects of the direct measurement of the early exercise premium in S&P 500 index options

By:

Dueker, Michael J.; Miller, Thomas W

Material type: Text

TextPublication details: 1996 Federal Reserve Bank of St. LouisDescription: See FRBSL 332.11 PAK (Includes Acc. Nos. 37043, 37044 & 37045) 39 pSubject(s):

ECONOMICS

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Item type	Current library	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	FRBSL 332.11 DUE (Browse shelf(Opens below))	Weeded Out		37045

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Previous	FRBSL 332.11 BUL Collapsing exchange rate regimes: a reinterpretation	FRBSL 332.11 BUL Learning equilibria	FRBSL 332.11 DUE Do bank loan rates exhibit a countercyclical mark up?	FRBSL 332.11 DUE Market microstructure effects of the direct measurement of the early exercise premium in S&P 500 index options	FRBSL 332.11 EMM Conflict of interest between borrowers and lenders in credit co-operatives: the case pf German co-operative Banks	FRBSL 332.11 LAI Inflation and economic activity in a multiple matching model of money	FRBSL 332.11 NEE Testing aset pricing models with Euler equations: it's far worse than you think	Next

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