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isPartOf:"The journal of futures markets"
type:"article"
~isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
~subject:"Interest rate derivative"
~subject:"Kointegration"
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Interest rate derivative
Kointegration
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The journal of futures markets
Agricultural economics : the journal of the International Association of Agricultural Economists
Applied economics
23
Economic modelling
13
Economics letters
10
Journal of international financial markets, institutions & money
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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International review of economics & finance : IREF
6
The Manchester School
6
Journal of applied econometrics
5
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Journal of economic studies
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Quarterly bulletin / Bank of England
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1
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
2
A no-arbitrage fractional cointegration model for futures and spot daily ranges
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 77-102
Persistent link: https://www.econbiz.de/10009699456
Saved in:
3
Modeling the length and shape of the R&D lag : an application to UK agricultural productivity
Thirtle, Colin G.
;
Piesse, Jenifer
;
Schimmelpfennig, …
- In:
Agricultural economics : the journal of the …
39
(
2008
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10003745836
Saved in:
4
In search of the convexity adjustment : evidence from the sterling futures and IMM FRA markets
Poskitt, Russell
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 617-633
Persistent link: https://www.econbiz.de/10003715112
Saved in:
5
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
6
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Saved in:
7
Advertising and food, drink and tobacco consumption in the United Kingdom : a dynamic demand system
Duffy, Martyn H.
- In:
Agricultural economics : the journal of the …
28
(
2003
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10001738935
Saved in:
8
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
9
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
Saved in:
10
Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market
Haigh, Michael S.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 545-571
Persistent link: https://www.econbiz.de/10001509975
Saved in:
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