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isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~subject:"Aktienindex"
~subject:"Risikoprämie"
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Aktienindex
Risikoprämie
Index futures
56
Index-Futures
56
Volatility
26
Volatilität
26
Estimation
12
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Applied financial economics
Journal of empirical finance
The journal of futures markets
42
International review of economics & finance : IREF
11
International review of financial analysis
11
Journal of banking & finance
9
The review of financial studies
9
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
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The journal of finance : the journal of the American Finance Association
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Managerial finance
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Meddelanden från Svenska Handelshögskolan
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Pacific-Basin finance journal
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of commodity markets
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Journal of economics & business
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Journal of financial management and analysis : international review of finance
3
Journal of financial markets
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Research bulletin / The Institute of Cost Accountants of India
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
2
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
3
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
4
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
5
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
6
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
Saved in:
7
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
8
Is volatility risk priced after all? : some disconfirming evidence
Loudon, Geoffrey F.
;
Rai, Alan M.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003446031
Saved in:
9
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Saved in:
10
Stability of the S&P 500 futures market efficiency conditions
Crowder, William J.
;
Phengpis, Chanwit
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 855-866
Persistent link: https://www.econbiz.de/10003070704
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