Browsing Recerca: tesis by Subject "futures"

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Browsing Recerca: tesis by Subject "futures"

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  • Bozovic, Milos (Universitat Pompeu Fabra, 2009)
    This thesis analyzes market risk factors in commodity and currency markets. It focuses on the impact of extreme events on the prices of financial products traded in these markets, and on the overall market risk faced by ...
  • Golez, Benjamin (Universitat Pompeu Fabra, 2011)
    This thesis consists of three essays. In the first essay, I show that information about dividends implied in derivative markets predicts future dividend growth and thereby improves the forecasts of short-run returns on the ...


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