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isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~subject:"Großbritannien"
~subject:"Risikoprämie"
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Search: subject_exact:"Index-Futures"
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Großbritannien
Risikoprämie
Index futures
56
Index-Futures
56
Volatility
26
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26
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12
Estimation
12
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McMillan, David G.
3
Speight, Alan E. H.
3
Brooks, Chris
2
Garrett, Ian
2
Cipollini, Andrea
1
Guan, Zhengfei
1
Hinich, Melvin J.
1
Kim, Namhyoung
1
Lee, Jaewook
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Liu, Xiaoquan
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Lo Cascio, Iolanda
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Loudon, Geoffrey F.
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Muzzioli, Silvia
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Applied financial economics
Journal of empirical finance
The journal of futures markets
34
Journal of banking & finance
8
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
3
International review of financial analysis
3
The European journal of finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Essays on macroeconomic news announcements and option-implied information
2
IFGWP
2
Journal of commodity markets
2
Journal of financial markets
2
NBER Working Paper
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NBER working paper series
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Review of futures markets
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Working paper
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Advances in Pacific Basin financial markets
1
Advances in futures and options research : a research annual
1
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific journal of financial studies
1
BRC papers on financial derivatives and investment strategies
1
CREATES Research Paper
1
ERID working paper
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
European finance review : the official journal of the European Finance Association
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
Saved in:
6
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:
7
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
8
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
9
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
10
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Saved in:
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