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Index futures
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Ryu, Doojin
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Applied economics
IMF Working Papers
514
The journal of futures markets
276
IMF Staff Country Reports
157
IDB Publications (Working Papers)
145
Working Papers / Bank of Canada
144
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
118
Staff working paper / Bank of Canada
104
Physica A: Statistical Mechanics and its Applications
96
MPRA Paper
95
The European Physical Journal B - Condensed Matter and Complex Systems
92
Proceedings - Economic Policy Symposium - Jackson Hole
91
Bank of Canada Working Paper
86
Working Paper
73
Managerial Finance
72
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65
International review of financial analysis
57
Journal of banking & finance
53
International review of economics & finance : IREF
49
Finance research letters
48
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42
Applied financial economics
39
Staff discussion paper
35
Journal of Financial Economic Policy
34
Pacific-Basin finance journal
34
Research in international business and finance
34
Journal of international financial markets, institutions & money
32
Bank of Canada Staff Discussion Paper
31
Journal of Investment Compliance
31
Russian Economic Developments
30
Applied economics letters
29
Journal of financial economic policy
29
Journal of Financial Regulation and Compliance
28
CEPR Discussion Papers
27
Review of futures markets
27
Economic Review
26
IMF Occasional Papers
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ECONIS (ZBW)
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1
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
2
Returns to individual traders in agricultural futures markets : skill or luck?
Aulerich, Nicole M.
;
Irwin, Scott H.
;
García, Philip
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3650-3666
Persistent link: https://www.econbiz.de/10010345884
Saved in:
3
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
Saved in:
4
Understanding spread in the electronic futures markets : financial crisis perspective
Oztekin, A. Senol
;
Dandapani, Krishnan
;
Mishra, Suchismita
- In:
Applied economics
50
(
2018
)
20
,
pp. 2243-2250
Persistent link: https://www.econbiz.de/10011850124
Saved in:
5
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
Saved in:
6
Empirical of the Taiwan stock index option price forecasting model-applied artificial neural network
Lin, Chin-tsai
;
Yeh, Hsin-yi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1965-1972
Persistent link: https://www.econbiz.de/10003862784
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7
An analysis of mean-variance portfolio selection with varying holding periods
Ulucan, Aydin
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1399-1407
Persistent link: https://www.econbiz.de/10003511831
Saved in:
8
Dynamic hedge ratio for stock index futures : application of threshold VECM
Li, Ming-yuan Leon
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1403-1417
Persistent link: https://www.econbiz.de/10008658442
Saved in:
9
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
10
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
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