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~isPartOf:"Applied financial economics"
~person:"Becchetti, Leonardo"
~person:"Chiu, Chien-liang"
~person:"Gil-Alaña, Luis A."
~subject:"Derivative"
~subject:"Index futures"
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Becchetti, Leonardo
Chiu, Chien-liang
Gil-Alaña, Luis A.
McMillan, David G.
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Applied financial economics
Quarterly journal of business and economics : QJBE
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ECONIS (ZBW)
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The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Saved in:
2
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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