International transmission of uncertainty implicit in stock index option prices
Year of publication: |
2004
|
---|---|
Authors: | Nikkinen, Jussi ; Sahlström, Petri |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 15.2004, 1, p. 1-15
|
Subject: | Index-Futures | Index futures | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Risiko | Risk | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Finnland | Finland | 1996-2000 |
-
The international price transmission in stock index futures markets
Yang, Jian, (2004)
-
Stock market integration : evidence on price integration and return convergence
Heimonen, Kari, (1999)
-
Stock market integration : evidence on price integration and return convergence
Heimonen, Kari, (2002)
- More ...
-
Stock returns and volatility following the September 11 attacks : evidence from 53 equity markets
Nikkinen, Jussi, (2008)
-
Nikkinen, Jussi, (2008)
-
Global stock market reactions to scheduled US macroeconomic news announcements
Nikkinen, Jussi, (2006)
- More ...