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Short-term market efficiency in the futures markets : TOPIX futures and 10-year JGB futures
Rentzler, Joel Conrad; Tandon, Kishore; Yu, Susana - In: Global finance journal 16 (2006) 3, pp. 330-353
Persistent link: https://www.econbiz.de/10003322329
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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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Single-stock futures : evidence from the Indian securities market
Kumar, Umesh; Tse, Yiuman - In: Global finance journal 20 (2009) 3, pp. 220-234
Persistent link: https://www.econbiz.de/10003921967
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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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An analysis of the effectiveness of the Nikkei 225 futures contracts in risk-return management
Yau, Jot - In: Global finance journal 1 (1990) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10001108481
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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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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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The effects of options listing and delisting in a short-sale-constrained market : evidence from the Indian equities markets
Banerjee, Pradip; Chatrath, Arjun; Christie-David, Rohan; … - In: Global finance journal 35 (2018), pp. 157-169
Persistent link: https://www.econbiz.de/10012124810