1. Valuing corporate securities: some effects of bond indenture provisions;Black;J Finance,1976
2. FIX the Fear Index: Measuring Market Fear;Dhaene,2012
3. The herd behavior index: a new measure for the implied degree of co-movement in stock markets;Dhaene;Insurance: Math. Econ.,2012
4. Modelling correlation as a stochastic process;van Emmerich;Preprint,2006
5. Cboe s&p 500 implied correlation index;Exchange,2009