//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Biofuel"
~subject:"Indexderivat"
~subject:"Share price"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Index derivative"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Biofuel
Indexderivat
Share price
Volatilität
Index derivative
11
Volatility
7
USA
6
United States
6
Spillover effect
5
Spillover-Effekt
5
Aktienindex
4
Stock index
4
ARCH model
3
ARCH-Modell
3
Europa
3
Europe
3
Futures
3
Spot market
3
Spotmarkt
3
VAR model
3
VAR-Modell
3
Börsenkurs
2
Capital market returns
2
ETF
2
Index
2
Index number
2
Kapitalmarktrendite
2
Agrarmarkt
1
Agricultural market
1
Beta
1
Beta risk
1
Betafaktor
1
Biokraftstoff
1
CAPM
1
Causality analysis
1
Commodity derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Electronic trading
1
Elektronisches Handelssystem
1
more ...
less ...
Online availability
All
Free
7
Undetermined
2
Type of publication
All
Book / Working Paper
7
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
11
Author
All
Chang, Chia-Lin
7
McAleer, Michael
7
Hsieh, Tai-Lin
3
Tse, Yiuman
2
Cohen, Gil
1
Hackard, James C.
1
Kadapakkam, Palani-Rajan
1
Krause, Timothy
1
Liu, Chia-Ping
1
Lobe, Sebastian
1
Röder, Klaus
1
Schmidhammer, Christoph
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Wang, Yu-Ann
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Review of quantitative finance and accounting
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
International review of financial analysis
20
The journal of investing
20
The journal of trading
18
Finance research letters
17
The journal of futures markets
16
The review of financial studies
16
Financial services review : the journal of individual financial management
15
Applied economics
13
Journal of banking & finance
13
The journal of asset management
13
Applied economics letters
12
Global finance journal
12
NBER working paper series
12
Journal of risk and financial management : JRFM
11
Pacific-Basin finance journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
10
International review of economics & finance : IREF
10
Journal of investment management : JOIM
10
Managerial finance
10
The journal of alternative investments
10
The journal of beta investment strategies
10
Working paper / National Bureau of Economic Research, Inc.
10
NBER Working Paper
9
Investment management and financial innovations
8
Journal of financial markets
8
Research paper series / Swiss Finance Institute
8
The journal of portfolio management : a publication of Institutional Investor
8
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
European financial management : the journal of the European Financial Management Association
7
Journal of financial economics
7
The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
6
Bloomberg financial series
6
Discussion paper / Centre for Economic Policy Research
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
2
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
3
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
4
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
5
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
6
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
7
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
8
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
9
The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
Review of quantitative finance and accounting
46
(
2016
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
Saved in:
10
Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan
;
Krause, Timothy
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->