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An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
Seung Oh Nam; SeungYoung Oh; Hyun Kyung Kim; Byung Chun Kim - In: International review of financial analysis 15 (2006) 4/5, pp. 398-414
Persistent link: https://www.econbiz.de/10003377253
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Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Predicting the limit-hit frequency in futures contracts
Levy, Tamir; Qadan, Mahmod; Yagil, Joseph - In: International review of financial analysis 30 (2013), pp. 141-148
Persistent link: https://www.econbiz.de/10010460326
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Wine price risk management : international diversification and derivative instruments
Kourtis, Apostolos; Markellos, Raphaēl N.; Psychoyios, … - In: International review of financial analysis 22 (2012), pp. 30-37
Persistent link: https://www.econbiz.de/10010219704
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Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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Cross-financial-market correlations and quantitative easing
Kryzanowski, Lawrence; Zhang, Jie; Zhong, Rui - In: Finance research letters 20 (2017), pp. 13-21
Persistent link: https://www.econbiz.de/10011806731
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Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara - In: Finance research letters 21 (2017), pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
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Optimal liquidation of financial derivatives
Chen, Jingnan - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436500