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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

Simulating convertible bond arbitrage portfolios

Hutchinson, Mark C.; Gallagher, Liam - In: Applied financial economics 18 (2008) 13/15, pp. 1247-1262

Persistent link: https://www.econbiz.de/10003760264

NYSE Rule 80A restrictions on index arbitrage and market linkage

Ergün, A. Tolga - In: Applied financial economics 19 (2009) 19/21, pp. 1675-1685

Persistent link: https://www.econbiz.de/10003904317

Interest rate differentials, market integration, and the efficiency of commodity futures markets

Jumah, Adusei; Karbuz, Sohbet; Rünstler, Gerhard - In: Applied financial economics 9 (1999) 1, pp. 101-108

Persistent link: https://www.econbiz.de/10001363845

Skewness and asymmetry in futures returns and volumes

Eastman, Alexander M.; Lucey, Brian M. - In: Applied financial economics 18 (2008) 10/12, pp. 777-800

Persistent link: https://www.econbiz.de/10003739442

Nonneutral short-run effects of derivates on gold prices

Kearney, Adrienne A.; Lombra, Raymond E. - In: Applied financial economics 18 (2008) 10/12, pp. 985-994

Persistent link: https://www.econbiz.de/10003739514

Impact of the introduction of derivatives on underlying volatility : evidence from India

Vipul - In: Applied financial economics 16 (2006) 9, pp. 687-697

Persistent link: https://www.econbiz.de/10003334980

Hedging with weather derivatives : a role for options in reducing basis risk

Manfredo, Mark R.; Richards, Timothy J. - In: Applied financial economics 19 (2009) 1/3, pp. 87-97

Weather derivatives represent an important financial innovation for risk management. As with the use of any derivatives contract, the behaviour of the basis ultimately determines the net-hedged outcome. However, when using weather derivatives to hedge volumetric risks, risk managers often face...

Persistent link: https://www.econbiz.de/10003825820

The effect of derivatives trading on volatility of the underlying asset : evidence from the Greek stock market

Drimbetas, Evangelos; Sariannidis, Nikolaos; Porfiris, Nicos - In: Applied financial economics 17 (2007) 1/3, pp. 139-148

Persistent link: https://www.econbiz.de/10003427033

International linkages of the Chinese futures markets

Hua, Renhai; Chen, Baizhu - In: Applied financial economics 17 (2007) 16/18, pp. 1275-1287

Persistent link: https://www.econbiz.de/10003605827