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Arbitrage, carrying costs, and inflation : a reexamination of market efficiency in treasury bill futures
Lin, James Wuh - In: International review of economics & finance : IREF 5 (1996) 2, pp. 207-222
Persistent link: https://www.econbiz.de/10001208596
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On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui; Sung, Hao-Chang; Yang, Jingjing - In: International review of economics & finance : IREF 55 (2018), pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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Derivatives trading information, stock market behavior, and financial institutions
Chang, Carolyn C. W.; Lin, Bing-huei; Yu, Min-Teh - In: International review of economics & finance : IREF 55 (2018), pp. 324-325
Persistent link: https://www.econbiz.de/10012033489
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Skewness, basis risk, and optimal futures demand
Barbi, Massimiliano; Romagnoli, Silvia - In: International review of economics & finance : IREF 58 (2018), pp. 14-29
Persistent link: https://www.econbiz.de/10012034182
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Derivative markets in emerging economies : a survey
Atilgan, Yigit; Demirtas, K. Ozgur; Simsek, Koray D. - In: International review of economics & finance : IREF 42 (2016), pp. 88-102
Persistent link: https://www.econbiz.de/10011625063
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Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng; Lin, Anchor Y. - In: International review of economics & finance : IREF 43 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
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The importance of stock liquidity on option pricing
Feng, Shih-Ping; Hung, Mao-Wei; Wang, Yaw-Huei - In: International review of economics & finance : IREF 43 (2016), pp. 457-467
Persistent link: https://www.econbiz.de/10011625856
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Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
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Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan; Kuo, I.-doun - In: International review of economics & finance : IREF 37 (2015), pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
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The reaction of European credit default swap spreads to the US credit rating downgrade
Blau, Benjamin; Roseman, Brian S. - In: International review of economics & finance : IREF 34 (2014), pp. 131-141
Persistent link: https://www.econbiz.de/10010533161