How Index Futures and ETFs Affect Stock Return Correlations
Year of publication: |
2016
|
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Authors: | Leippold, Markus |
Other Persons: | Su, Lujing (contributor) ; Ziegler, Alexandre (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Indexderivat | Index derivative | Börsenkurs | Share price | Korrelation | Correlation | Volatilität | Volatility |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 24, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2620955 [DOI] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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