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isPartOf:"The journal of futures markets"
type:"article"
~subject:"Ankündigungseffekt"
~subject:"Interest rate derivative"
~subject:"Kointegration"
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Ankündigungseffekt
Interest rate derivative
Kointegration
Großbritannien
92
United Kingdom
92
Index futures
29
Index-Futures
29
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24
United States
24
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18
Derivative
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17
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Lekkos, Ilias
2
Milas, Costas
2
Antoniou, Antonios
1
Becker, Kent Gregory
1
Chen, Jian
1
Chen, Yu-Lun
1
Cifarelli, Giulio
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1
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Han, Li-ming
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1
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1
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1
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1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
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1
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1
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1
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1
Sutcliffe, Charles M. S.
1
Tse, Yiuman
1
Wu, Yuliang
1
Xu, Ke
1
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The journal of futures markets
Applied economics
26
Applied financial economics
16
Economic modelling
15
Economics letters
12
The European journal of finance
12
Journal of international financial markets, institutions & money
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of economic studies
8
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of applied econometrics
7
Journal of banking & finance
7
Journal of international money and finance
7
Applied economics letters
6
Journal of macroeconomics
6
Research in international business and finance
6
The Manchester School
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of central banking : IJCB
5
Journal of econometrics
5
Quarterly bulletin / Bank of England
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The journal of fixed income
5
Energy economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Open economies review
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of real estate finance and economics
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3
Econometric reviews
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Finance research letters
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3
International journal of forecasting
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Journal of international accounting auditing & taxation
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Journal of international economics
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Journal of multinational financial management
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
17
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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
Trading activity in options and stock around price-sensitive news announcements
Mazouz, Khelifa
;
Wu, Yuliang
;
Yin, Shuxing
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1173-1194
Persistent link: https://www.econbiz.de/10011546246
Saved in:
3
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:
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
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
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
Risk-return relationships in foreign-currency futures following macroeconomic announcements
Han, Li-ming
;
Ozocak, Onem
- In:
The journal of futures markets
22
(
2002
)
8
,
pp. 729-764
Persistent link: https://www.econbiz.de/10001696670
Saved in:
10
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:
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