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~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Index futures"
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Index futures
28
Index-Futures
28
Börsenkurs
12
Share price
12
Volatility
12
Volatilität
12
Aktienindex
11
Stock index
11
ARCH model
8
ARCH-Modell
8
Taiwan
8
Derivat
5
Derivative
5
Forecasting model
5
Hedging
5
Prognoseverfahren
5
Anlageverhalten
4
Behavioural finance
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Capital income
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China
4
Kapitaleinkommen
4
Spillover effect
4
Spillover-Effekt
4
GARCH
3
Aktienmarkt
2
Cointegration
2
Financial crisis
2
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Index
2
Index number
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Kointegration
2
Option pricing theory
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Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
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Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Speculation
2
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28
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
28
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English
28
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Chen, Shen-yuan
3
Hwang, Dar-yeh
3
Lin, Ching-chung
3
Lee, Cheng F.
2
Liu, Qingfeng Wilson
2
Wang, Janchung
2
Au-Yeung, Siu Pang
1
Cai, Mei-Ling
1
Caporin, Massimiliano
1
Chang, Charles
1
Chen, Chen
1
Chen, Mei-ling
1
Chen, Yan Long
1
Chen, Zhang-HangJian
1
Chou, Pin-huang
1
Chuang, Wen-i
1
Chueh, Horace
1
Chung, Huimin
1
Fung, Hung-gay
1
Gannon, Gerard L.
1
Gao, Bin
1
Gao, Yang
1
Hobbes, Garry
1
Hseu, Mei-Maun
1
Hsu, Hsinan
1
Huang, Hung-Hsi
1
Huang, Teng-ching
1
Jian, Zhihong
1
Lai, Ya-Wen
1
Lam, Frewen
1
Lee, Hsiu-Chuan
1
Li, Sai-Ping
1
Li, Weiping
1
Li, Xupei
1
Liao, Tzu-Hsiang
1
Liao, Ying
1
Lin, Bing-huei
1
Lin, Chien-fu Jeff
1
Lin, Chiou-Fa
1
Lin, Emily
1
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Review of Pacific Basin financial markets and policies
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
266
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
38
International review of financial analysis
28
Pacific-Basin finance journal
27
Review of futures markets
27
The journal of finance : the journal of the American Finance Association
23
The review of financial studies
22
Finance research letters
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Advances in futures and options research : a research annual
19
Applied economics letters
19
Review of quantitative finance and accounting
18
Applied economics
17
Journal of empirical finance
17
Journal of financial and quantitative analysis : JFQA
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of international financial markets, institutions & money
12
Journal of financial markets
11
Review of derivatives research
11
The European journal of finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Advances in Pacific Basin financial markets
10
Research in international business and finance
10
The financial review : the official publication of the Eastern Finance Association
10
Asia-Pacific journal of financial studies
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
9
European financial management : the journal of the European Financial Management Association
9
Investment management and financial innovations
9
Journal of financial economics
9
Journal of forecasting
9
The journal of business : B
9
Australian journal of management
8
Economic modelling
8
Finanzmarkt und Portfolio-Management
8
International journal of theoretical and applied finance
8
Journal of emerging market finance
8
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ECONIS (ZBW)
28
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1
The RP-PCA factors and stock return predictability : an aligned approach
Shi, Qi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246878
Saved in:
2
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
3
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
4
Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu
;
Yan, Yan
;
Xu, Jiali
;
Liao, Ying
;
Ma, Feng
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
Saved in:
5
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson
;
Sono, Hui
;
Zhang, Wei
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
Saved in:
6
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
Chen, Zhang-HangJian
;
Li, Sai-Ping
;
Cai, Mei-Ling
; …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186364
Saved in:
7
The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung
;
Yeh, Shih-kuo
;
Wang, Bo-Ting
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
Saved in:
8
Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
Saved in:
9
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
10
Impacts of introducing index futures on stock market volatilities : new evidences from China
Gao, Yang
;
Sun, Bianxia
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011976146
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