Stochastic dominance relationships between stock and stock index futures markets : international evidence
Year of publication: |
2013
|
---|---|
Authors: | Qiao, Zhuo ; Wong, Wing Keung ; Fung, Joseph K. W. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 552-559
|
Subject: | Stochastic dominance | Risk averter | Risk seeker | Stock | Index futures | Index-Futures | Risiko | Risk | Aktienindex | Stock index | Aktienmarkt | Stock market | Großbritannien | United Kingdom |
-
Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets
Qiao, Zhuo, (2014)
-
Hasan, Mohammad S., (2005)
-
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris, (2002)
- More ...
-
Volatility switching and regime interdependence between information technology stocks : 1995 - 2005
Qiao, Zhuo, (2008)
-
Qiao, Zhuo, (2008)
-
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo, (2009)
- More ...