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Items where contributor is "Frommherz, Anja"

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Figlewski, Stephen and Frommherz, Anja. (2017) Volatility leadership among index options. The Journal of Derivatives, 25 (2). pp. 43-60.

Frommherz, Anja. (2017) Price discovery of German index derivatives during financial turmoil. Review of Managerial Science. pp. 1-33.