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~type_genre:"Arbeitspapier"
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Applied economics
The journal of futures markets
441
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83
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ECONIS (ZBW)
49
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1
Media content, sentiment and emerging market futures returns
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Applied economics
55
(
2023
)
7
,
pp. 724-749
Persistent link: https://www.econbiz.de/10013498837
Saved in:
2
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
3
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
4
Competing hypotheses on the Samuelson effect in futures markets
Ho, Chia-Cheng
;
Lee, Pei-Hsuan
;
Tsai, Pei-Su
- In:
Applied economics
55
(
2023
)
20
,
pp. 2261-2272
Persistent link: https://www.econbiz.de/10014294914
Saved in:
5
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
6
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
7
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
8
Liquidation, leverage and optimal margin in bitcoin futures markets
Cheng, Zhiyong
;
Deng, Jun
;
Wang, Tianyi
;
Yu, Mei
- In:
Applied economics
53
(
2021
)
47
,
pp. 5415-5428
Persistent link: https://www.econbiz.de/10012626891
Saved in:
9
Earnings management and derivatives reporting : evidence from the adoption of IFRS standards in Europe
Cadot, Julien
;
Rezaee, Amir
;
Benaïs Chemama, Rebecca
- In:
Applied economics
53
(
2021
)
14
,
pp. 1628-1637
Persistent link: https://www.econbiz.de/10012485283
Saved in:
10
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
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