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Sources of return in the index futures markets
Zaremba, Adam - In: Contemporary economics 5 (2011) 2, pp. 54-71
The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in...
Persistent link: https://www.econbiz.de/10009244093
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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Combining equity country selection strategies
Zaremba, Adam - In: Contemporary economics 11 (2017) 1, pp. 107-126
The recent increase in passive investment products has provided investors with easy access to international markets …
Persistent link: https://www.econbiz.de/10011632627
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Cross-country factor momentum
Fieberg, Christian; Metko, Daniel; Zaremba, Adam - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071373