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Search: subject:"cost-of-carry"
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Derivat
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ECONIS (ZBW)
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BASE
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Other ZBW resources
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1
Asian options with zero
cost-of-carry
: EEX options on freight and iron ore futures
Haug, Espen Gaarder
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 191-195
Persistent link: https://www.econbiz.de/10012587830
Saved in:
2
The emotional
cost-of-carry
: Chinese investor sentiment and equity index futures basis
Cao, Song
;
Li, Ziran
;
Koedijk, Kees
;
Gao, Xiang
- In:
China finance review international
12
(
2022
)
3
,
pp. 451-476
Persistent link: https://www.econbiz.de/10013286340
Saved in:
3
An empirical examination of the efficiency of commodity markets in India
Rao, Ullas
;
Charles, Vincent
- In:
International journal of banking, accounting and …
12
(
2021
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012505132
Saved in:
4
Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited
Kuo-Shing, Chen
;
Chun-Ming, Chen
;
Chien-Chiang, Lee
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 420-428
Persistent link: https://www.econbiz.de/10011784549
Saved in:
5
Futures minimum variance hedge ratio determination : an ex-ante analysis
Chen, Ren-Raw
;
Leistikow, Dean
;
Wang, Andrew
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666955
Saved in:
6
Noise traders, mispricing, and price adjustments in derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
The European journal of finance
26
(
2020
)
6
,
pp. 480-499
Persistent link: https://www.econbiz.de/10012207260
Saved in:
7
A note on the spot-forward parity under stochastic
cost
of
carry
Guiotto, Paolo
- In:
Energy economics
112
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013350473
Saved in:
8
Stock index futures arbitrage : evidence from a meta-analysis
Białkowski, Je̜drzej
;
Perera, Devmali
- In:
International review of financial analysis
61
(
2019
),
pp. 284-294
Persistent link: https://www.econbiz.de/10012207007
Saved in:
9
CFDs, forwards, futures and the
cost-of-carry
Foster, F. Douglas
;
Lee, Adrian D.
;
Liu, Wai-man
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
Saved in:
10
Price discovery in emerging currency markets
Kumar, Satish
- In:
Research in international business and finance
46
(
2018
),
pp. 528-536
Persistent link: https://www.econbiz.de/10011983724
Saved in:
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