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Search: subject_exact:"Index-Futures"
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Index futures
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Applied financial economics
CREATES research paper
Journal of empirical finance
The journal of futures markets
44
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11
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo
;
Caggese, Andrea
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
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12
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
13
A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A.
- In:
Applied financial economics
6
(
1996
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
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14
Time-varying distributions and the optimal hedge ratios for stock index futures
Park, Tae H.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 131-137
Persistent link: https://www.econbiz.de/10001185274
Saved in:
15
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S.
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
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