Narrow search
Showing 1 - 10 of 192
Cover Image
CRIX an index for cryptocurrencies
Trimborn, Simon; Härdle, Wolfgang - In: Journal of empirical finance 49 (2018), pp. 107-122
Persistent link: https://www.econbiz.de/10012117725
Cover Image
Bitcoin unchained : determinants of cryptocurrency exchange liquidity
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - In: Journal of empirical finance 69 (2022), pp. 106-122
Persistent link: https://www.econbiz.de/10013478521
Cover Image
Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse : the Mexican experience
Hernández Trillo, Fausto - In: Journal of empirical finance 6 (1999) 2, pp. 153-176
Persistent link: https://www.econbiz.de/10001426336
Cover Image
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Cover Image
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai - In: Journal of empirical finance 16 (2009) 2, pp. 446-456
Persistent link: https://www.econbiz.de/10003856819
Cover Image
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo; Myers, Robert J. - In: Journal of empirical finance 9 (2002) 5, pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Cover Image
Hedging foreign currency portfolios
Gagnon, Louis; Lypny, Gregory J.; McCurdy, Thomas H. - In: Journal of empirical finance 5 (1998) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10001668824
Cover Image
Optimal conditional hedge ratio : a simple shrinkage estimation approach
Kim, Myeong Jun; Park, Sung Y. - In: Journal of empirical finance 38 (2016), pp. 139-156
Persistent link: https://www.econbiz.de/10011663233
Cover Image
Trading activity and price discovery in Bitcoin futures markets
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: Journal of empirical finance 62 (2021), pp. 107-120
Persistent link: https://www.econbiz.de/10012693330
Cover Image
On the stability of stablecoins
Grobys, Klaus; Junttila, Juha; Kolari, James W.; … - In: Journal of empirical finance 64 (2021), pp. 207-223
Persistent link: https://www.econbiz.de/10013259412