Narrow search
Showing 1 - 10 of 499
Cover Image
The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain; Buckle, Michael J. - In: Applied financial economics 11 (2001) 4, pp. 385-393
Persistent link: https://www.econbiz.de/10001594854
Cover Image
Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi; Cavallo, Laura - In: Applied financial economics 12 (2002) 3, pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Cover Image
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Cover Image
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
Cover Image
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo; Caggese, Andrea - In: Applied financial economics 10 (2000) 3, pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Cover Image
A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
Cover Image
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
Cover Image
Risk preference and trading motivation measurement due to moneyness : evidence from the S&P 500 Index option market
Chang, Ting-huan - In: Applied financial economics 21 (2011) 13/15, pp. 1049-1057
Persistent link: https://www.econbiz.de/10009317439
Cover Image
An out-of-sample comparative analysis of hedging performance of stock index futures : dynamic versus static hedging
Yang, Ming Jing; Lai, Yi-Chuan - In: Applied financial economics 19 (2009) 13/15, pp. 1059-1072
The purpose of this study is to examine the hedging performance of the major international stock index futures …, including DJIA, S&P500, NASDAQ100, FTSE100, CAC40, DAX30 and Nikkei225 index futures, by using the various dynamic hedging … strategies and the traditional static hedging strategies. The objective functions of the expected utility maximization and …
Persistent link: https://www.econbiz.de/10003886000
Cover Image
Hedge ratios in Greek stock index futures market
Floros, Christos; Vougas, Dimitrios V. - In: Applied financial economics 14 (2004) 15, pp. 1125-1136
Persistent link: https://www.econbiz.de/10002391583