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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
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Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan
Humpe, Andreas; Macmillan, Peter - In: Applied financial economics 19 (2009) 1/3, pp. 111-119
Persistent link: https://www.econbiz.de/10003825829
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Stability of the S&P 500 futures market efficiency conditions
Crowder, William J.; Phengpis, Chanwit - In: Applied financial economics 15 (2005) 12, pp. 855-866
Persistent link: https://www.econbiz.de/10003070704
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The Mib30 index and futures relationship : econometric analysis and implications for hedging
Pattarin, Francesco; Ferretti, Riccardo - In: Applied financial economics 14 (2004) 18, pp. 1281-1289
Persistent link: https://www.econbiz.de/10002438188
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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
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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
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Expiration day effects of index futures and options : evidence from a market with a long settlement period
Alkebäck, Per; Hagelin, Niclas - In: Applied financial economics 14 (2004) 6, pp. 385-396
Persistent link: https://www.econbiz.de/10001971091
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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
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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