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isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~subject:"USA"
~subject:"Welt"
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ECONIS (ZBW)
143
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51
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
52
Stock index futures trading and volatility in international equity markets
Gulen, Huseyin
;
Mayhew, Stewart
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 661-685
Persistent link: https://www.econbiz.de/10001523744
Saved in:
53
Market volatility and the demand for hedging in stock index futures
Chang, Eric Chieh
;
Chou, Ray Yeutien
;
Nelling, Edward F.
- In:
The journal of futures markets
20
(
2000
)
2
,
pp. 105-125
Persistent link: https://www.econbiz.de/10001447452
Saved in:
54
The intraday distribution of volatility and the value of wildcard options
Dawson, Paul
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 307-320
Persistent link: https://www.econbiz.de/10001485212
Saved in:
55
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
Saved in:
56
The relationship between index option moneyness and relative liquidity
Etling, Cheri
;
Miller, Thomas W.
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
Saved in:
57
Do S&P 500 index options violate the martingale restriction?
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
Saved in:
58
A comprehensive examination of the Compass Rose pattern in futures markets
Lee, Chun I.
;
Gleason, Kimberly C.
;
Mathur, Iqbal
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 551-564
Persistent link: https://www.econbiz.de/10001410424
Saved in:
59
Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
Saved in:
60
Modeling nonlinear dynamics of daily futures price changes
Gao, Andre H.
;
Wang, George H. K.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 325-351
Persistent link: https://www.econbiz.de/10001377991
Saved in:
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