Research

Selected Publications:

• • “Variance Bounds Test of Volatility Expectations in Eurodollar Futures Options Markets,” Global Business and Finance Review (SCOPUS) Vol. 24, 20-32 (Jun. 2019).

  • “Effect of Liquidity on the Implied Volatility Surface in Interest Rate Options Markets,” Global Business and Finance Review (SCOPUS) Vol. 22, 45-60 (Apr. 2017).

  • “Liquidity Basis between Credit Default Swaps and Corporate Bonds Markets,” International Review of Economics and Finance (SSCI) Vol. 48, 98-115 (Mar. 2017).

  • “Startup Financing with Patent Signaling under Ambiguity,” Asia-Pacific Journal of Financial Studies (SSCI) Vol. 46 (1), 32-63 (Feb. 2017).

  • “Informational Content of Volatility Forecasts in Eurodollar Markets,” Global Business and Finance Review (SCOPUS) Vol. 21, 86-99 (Sep. 2016).