Table of Contents

Article

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  Editor’s Letter

  Stephen Figlewski

  The Journal of Derivatives Fall 2014, 22 (1) 1-2; DOI: https://doi.org/10.3905/jod.2014.22.1.001
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  Implied Volatility Dynamics Among Exchange-Traded Funds and Their Largest Component Stocks

  Timothy A. Krause and Donald Lien

  The Journal of Derivatives Fall 2014, 22 (1) 7-26; DOI: https://doi.org/10.3905/jod.2014.22.1.007
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  Dynamics of Sovereign Credit Contagion

  Alex YiHou Huang, Chih-Chun Chen and Chung-Hua Shen

  The Journal of Derivatives Fall 2014, 22 (1) 27-45; DOI: https://doi.org/10.3905/jod.2014.22.1.027
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  Pricing American Options by Willow Tree Method Under Jump-Diffusion Process

  Wei Xu and Yufang Yin

  The Journal of Derivatives Fall 2014, 22 (1) 46-56; DOI: https://doi.org/10.3905/jod.2014.22.1.046
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  Volatility-Decay Risk Premia

  Dan Galai, Haim Kedar-Levy and Ben Z. Schreiber

  The Journal of Derivatives Fall 2014, 22 (1) 57-70; DOI: https://doi.org/10.3905/jod.2014.22.1.057
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  The Buy-Write Strategy, Index Investment, and the Efficient Market Hypothesis: More Australian Evidence

  Darren O’Connell and Barry O’Grady

  The Journal of Derivatives Fall 2014, 22 (1) 71-89; DOI: https://doi.org/10.3905/jod.2014.22.1.071
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  The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations

  Ging-Ginq Pan, Yung-Ming Shiu and Tu-Cheng Wu

  The Journal of Derivatives Fall 2014, 22 (1) 90-102; DOI: https://doi.org/10.3905/jod.2014.22.1.090