The Puzzle of Negative Average Returns to Call Options on Treasury Bond Futures
Gurdip Bakshi (Temple University, United States)
- TI Finance Research Seminars
Gurdip Bakshi (Temple University, United States)
Chris Walters (University of California Berkley, United States)
Sándor Sóvágó (Vrije Universiteit Amsterdam)
Jordi Gali (Universitat Pompeu Fabra, Spain)
Emma Tominey (The University of York, United Kingdom)
Tom Boot (University of Groningen)
Ester Faia (Johann Wolfgang Goethe University, Germany)
Stephan Lehner (Vienna University, Austria), Devi Brands (Vrije Universiteit Amsterdam), Maria Börjesson (Swedish National Road and Transport Research Institute) et al.
Feixiong Liao (Eindhoven Unviersity of Technology)
Pietro Biroli (University of Zurich, Switzerland)
Philipp Ketz (Paris School of Economics)
Robin Döttling , Robin Döttling (University of Amsterdam)
Pedro Matos (University of Virginia, United States)
Camille Terrier (University of Lausanne, Switzerland)
Magdalena Rola-Janicka (University of Amsterdam)
Martin Adler (Vrije Universiteit Amsterdam)
Discussants: Ismir Mulalic (Technical University of Denmark), Florian Ranft (Das Progressive Zentrum), Jeroen Laven (Stipo), Sergej Gubins (Baltic International Centre For Economic Policy Studies), Bert van Wee (TU Delft), Ramon Marrades Sempere (La Marina de Valencia), Carl Koopmans (SEO Economic Research), Jurany Ramirez Gallego (Hardt Hyperloop)
Hans Gronqvist (Uppsala University, Sweden)
Tim Rogers (University of Bath, United Kingdom)
Camille Landais (London School of Economics, United Kingdom)