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VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
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An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.; Quek, Jinwei - In: The journal of futures markets 19 (1999) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
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The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos; Sarno, Lucio - In: The journal of futures markets 19 (1999) 3, pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
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The forward pricing function of the shipping freight futures market
Kavussanos, Manolis G.; Nomikos, Nikos K. - In: The journal of futures markets 19 (1999) 3, pp. 353-376
Persistent link: https://www.econbiz.de/10001378063
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Pricing options using implied trees: evidence from FTSE-100 options
Lim, Kian-Guan; Zhi, Da - In: The journal of futures markets 22 (2002) 7, pp. 601-626
Persistent link: https://www.econbiz.de/10001678534
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The realized volatility of FTSE-100 futures prices
Areal, Nelson M. P. C.; Taylor, Stephen - In: The journal of futures markets 22 (2002) 7, pp. 627-648
Persistent link: https://www.econbiz.de/10001678555
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Decreased price clustering in FTSE 100 futures contracts following a transfer from floor to electronic trading
Ap Gwilym, Owain; Alibo, Evamena - In: The journal of futures markets 23 (2002) 7, pp. 647-659
Persistent link: https://www.econbiz.de/10001769717
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Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay - In: The journal of futures markets 15 (1995) 4, pp. 457-488
Persistent link: https://www.econbiz.de/10001185355
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Stock index futures arbitrage : international evidence
Yadav, Pradeep - In: The journal of futures markets 10 (1990) 6, pp. 573-603
Persistent link: https://www.econbiz.de/10001095879
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The joint credit risk of UK global-systemically important banks
Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - In: The journal of futures markets 37 (2017) 10, pp. 964-988
Persistent link: https://www.econbiz.de/10011950920