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1
Derivative
securities and cash market stability
Ely, David P.
- In:
Applied economics
23
(
1991
)
2
,
pp. 391-402
Persistent link: https://www.econbiz.de/10001114647
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2
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
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3
Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.
;
Rathgeber, Andreas W.
;
Stadler, Johannes
; …
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848
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4
An examinaton of the empirical derivatives of the favourite-longshot bias in racetrack betting
Sobel, Russell S.
;
Raines, S. Travis
- In:
Applied economics
35
(
2003
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10001750678
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5
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 790-795
Persistent link: https://www.econbiz.de/10010398935
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6
Liquidation, leverage and optimal margin in bitcoin futures markets
Cheng, Zhiyong
;
Deng, Jun
;
Wang, Tianyi
;
Yu, Mei
- In:
Applied economics
53
(
2021
)
47
,
pp. 5415-5428
Persistent link: https://www.econbiz.de/10012626891
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7
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
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8
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
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9
Competing hypotheses on the Samuelson effect in futures markets
Ho, Chia-Cheng
;
Lee, Pei-Hsuan
;
Tsai, Pei-Su
- In:
Applied economics
55
(
2023
)
20
,
pp. 2261-2272
Persistent link: https://www.econbiz.de/10014294914
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10
Interest rate arbitrage using the forwards and futures markets, 1977 - 85
Woodward, Richard S.
- In:
Applied economics
19
(
1987
)
10
,
pp. 1329-1335
Persistent link: https://www.econbiz.de/10001047344
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