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isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~subject:"Risikoprämie"
~subject:"Schätzung"
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Search: subject_exact:"Index-Futures"
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Risikoprämie
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Index futures
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Index-Futures
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Applied financial economics
Journal of empirical finance
The journal of futures markets
38
Applied economics letters
9
Finance research letters
8
International review of economics & finance : IREF
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
6
International review of financial analysis
5
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5
Pacific-Basin finance journal
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The review of financial studies
5
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4
Discussion paper / Centre for Economic Policy Research
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4
NBER Working Paper
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NBER working paper series
4
The empirical economics letters : a monthly international journal of economics
4
Asia-Pacific journal of financial studies
3
Bonn Econ Discussion Papers / BGSE
3
CREATES research paper
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
International journal of bonds and derivatives
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of commodity markets
3
Journal of financial markets
3
Review of derivatives research
3
Advances in futures and options research : a research annual
2
Applied financial economics letters
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Betriebswirtschaftliche Studien
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Bonn Econ Discussion Papers
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Finance India : the quarterly journal of Indian Institute of Finance
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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
Risk preference and trading motivation measurement due to moneyness : evidence from the S&P 500 Index option market
Chang, Ting-huan
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1049-1057
Persistent link: https://www.econbiz.de/10009317439
Saved in:
5
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:
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
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
8
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:
9
Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi
;
Cavallo, Laura
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Saved in:
10
The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 385-393
Persistent link: https://www.econbiz.de/10001594854
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