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Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng - In: The empirical economics letters : a monthly … 14 (2015) 9, pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng - In: The empirical economics letters : a monthly … 17 (2018) 9, pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
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Price discovery in the Indian stock index futures market
Ranajee; Pathak, Rajesh - In: The empirical economics letters : a monthly … 17 (2018) 11, pp. 1339-1349
Persistent link: https://www.econbiz.de/10012006904
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Does the cost of Carry model accurately predict price behavior of stock index futures during the global financial crisis?
Hsu, Yueh-yuan; Wang, Janchung - In: The empirical economics letters : a monthly … 13 (2014) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10010406066
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Cross-listed futures index and price discovery
Jawed, Mohammad Shameem; Tapar, Archit Vinod; Dhaigude, Amol - In: The empirical economics letters : a monthly … 19 (2020) 6, pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
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Evaluating the hedging effectiveness in Crude Palm Oil futures market : a bivariate threshold GARCH model
Go, You-How; Lau, Wee-Yeap - In: The empirical economics letters : a monthly … 13 (2014) 11, pp. 1159-1170
Persistent link: https://www.econbiz.de/10010527301
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Relationship between crude oil prices, stock prices, and exchange rates: evidence from India
Aparna, A. - In: The empirical economics letters : a monthly … 18 (2019) 6, pp. 717-729
Persistent link: https://www.econbiz.de/10012314792
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Pricing index option of Taiwan equity market
Su, Yong-chern; Hanching Huang; Chunping Fong - In: The empirical economics letters : a monthly … 10 (2011) 8, pp. 731-738
Persistent link: https://www.econbiz.de/10009571869
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Relationship between stock index futures and exchange rate in Taiwan
Fu, Tze-wei; Lin, Mon-li - In: The empirical economics letters : a monthly … 10 (2011) 6, pp. 561-566
Persistent link: https://www.econbiz.de/10009512436
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The investor fear gauge index (VIX) : a case of Asia-Pacific securities market
Shaikh, Imlak; Tripathy, Arun K. - In: The empirical economics letters : a monthly … 16 (2017) 6, pp. 567-575
Persistent link: https://www.econbiz.de/10011802176