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Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
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The long-term performance of index additions and deletions : evidence from the Hang Seng Index
Kot, Hung Wan; Leung, Harry K. M.; Tang, Gordon Y. N. - In: International review of financial analysis 42 (2015), pp. 407-420
Persistent link: https://www.econbiz.de/10011573583
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Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options
Äijö, Janne - In: International review of financial analysis 17 (2008) 2, pp. 242-258
Persistent link: https://www.econbiz.de/10003764994
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Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options
Cassese, Gianluca; Guidolin, Massimo - In: International review of financial analysis 15 (2006) 2, pp. 145-178
Persistent link: https://www.econbiz.de/10003320649
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Noise, equity prices, and hedging : a new approach
Bertus, Mark; Godbey, Jonathan; Hinkelmann, Christoph; … - In: International review of financial analysis 17 (2008) 5, pp. 886-902
Persistent link: https://www.econbiz.de/10003792315
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Phase-transition behavior in the emerging market : evidence from the KOSPI200 futures market
Hwang, Keunho; Kang, Jangkoo; Ryu, Doojin - In: International review of financial analysis 19 (2010) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10008668729
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Spillover of fear : evidence from the stock markets of five developed countries
Tsai, I-C. - In: International review of financial analysis 33 (2014), pp. 281-288
Persistent link: https://www.econbiz.de/10010520408
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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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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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Financial crises, the decoupling-recoupling hypothesis, and the risk premium on the Greek stock index futures market
Floros, Christos; Kizys, Renatas; Pierdzioch, Christian - In: International review of financial analysis 28 (2013), pp. 166-173
Persistent link: https://www.econbiz.de/10009762680