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isPartOf:"The journal of futures markets"
type:"article"
~isPartOf:"European economic review : EER"
~person:"Holmes, Philip"
~person:"Sarno, Lucio"
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Großbritannien
5
United Kingdom
5
Index futures
3
Index-Futures
3
USA
3
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3
Börsenkurs
2
Derivat
2
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Holmes, Philip
Sarno, Lucio
Ap Gwilym, Owain
5
Heaney, Richard A.
4
Nickell, Stephen J.
4
Tse, Yiuman
4
Gregg, Paul
3
Manning, Alan
3
McMillan, David G.
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Speight, Alan E. H.
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Abhyankar, Abhay
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Ball, Clifford A.
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Lekkos, Ilias
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Milas, Costas
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Nomikos, Nikos K.
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Pope, Peter F.
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Poskitt, Russell
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Sutcliffe, Charles M. S.
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Theobald, Michael
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Thomas, Stephen D.
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Torous, Walter N.
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Yadav, Pradeep
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Abbink, Klaus
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The journal of futures markets
European economic review : EER
Applied economics
3
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Applied financial economics
1
European financial management : the journal of the European Financial Management Association
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IMF staff papers
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International economic review
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Journal of business finance & accounting : JBFA
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Journal of empirical finance
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Journal of international economics
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Journal of international money and finance
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
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Journal of the European Economic Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Oxford bulletin of economics and statistics
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The Canadian journal of economics
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ECONIS (ZBW)
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1
Information and noise in U.K. futures markets
Holmes, Philip
;
Tomsett, Mark
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 711-731
Persistent link: https://www.econbiz.de/10002138805
Saved in:
2
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:
3
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:
4
The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
5
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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