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Informed trading, short sales constraints, and futures' pricing
Hietala, Pekka T.; Jokivuolle, Esa; Koskinen, Yrjö - 2000
Persistent link: https://www.econbiz.de/10001464610
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Informed Trading, Short Sales Constraints and Futures' Pricing
Hietala, Pekka - 2018
associated with the contemporaneous stock return.The model is tested using daily data from the Finnish index futures markets.Finland …
Persistent link: https://www.econbiz.de/10012933237
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Using financial markets information to identify oil supply shocks in a restricted VAR
Melolinna, Marko - In: Finnish economic papers 24 (2011) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10012175848
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Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR
Melolinna, Marko - 2008
using a bootstrapping procedure for partial identification. The methodology is applied to Finland and Sweden in illustrative …
Persistent link: https://www.econbiz.de/10014219511
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What's vol got to do with it
Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
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The information content of forward and futures prices : market expectations and the price of risk
Chernenko, Sergey V.; Schwarz, Krista B.; Wright, … - 2004
Persistent link: https://www.econbiz.de/10002117774
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Implied market price of weather risk
Härdle, Wolfgang; López Cabrera, Brenda - 2009
. The weather derivative market is therefore incomplete. This paper implements a pricing methodology for weather derivatives …
Persistent link: https://www.econbiz.de/10003796146
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Increasing derivatives market activity in emerging markets and exchange rate exposure
Aysun, Uluc; Guldi, Melanie - 2008
Persistent link: https://www.econbiz.de/10003810705
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Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
Clements, Adam; Hurn, Stan; Lindsay, Kenneth A. - 2008
Persistent link: https://www.econbiz.de/10003880601
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Electronic trading systems and intraday non-linear dynamics : an examination of the FTSE 100 cash and futures returns
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2007
Persistent link: https://www.econbiz.de/10003448577