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Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Garrett, Ian (contributor); Taylor, Nicholas (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10001769747
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A study on the the lead-lag relationship between the CSI 300 futures market and spot market
Yim, Byung-Jin; Liu, Yi-Ling - In: Journal of international trade & commerce 15 (2019) 4, pp. 65-80
Persistent link: https://www.econbiz.de/10012546624
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Information transmission between China's IH and SGX FTSE A50 stock index futures markets : the role of trading restrictions
Wen, Tianxiang; Li, Ping; An, Yunbi - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 6, pp. 1639-1650
Persistent link: https://www.econbiz.de/10013190176
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Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
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Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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Gaming the FTSE 100 index
Danbolt, Jo; Hirst, Ian R. C.; Jones, Edward - In: The British accounting review : the journal of the … 50 (2018) 4, pp. 364-378
Persistent link: https://www.econbiz.de/10011881274
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The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying; Peretti, Christian de; Wang, Ming-Chun; … - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
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International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.; Lin, Fu-Lai; Chen, Mei-Ling - 2024
Persistent link: https://www.econbiz.de/10015046861
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The valuation of options on index futures with stochastic dividend yields
Zambrano, Enrique A.; Sequera, Rednaxela - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10012510322
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Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Séverac, Béatrice de; Fonseca, José Soares da - In: Portuguese economic journal 20 (2021) 3, pp. 273-295
Persistent link: https://www.econbiz.de/10012616841