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1
Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan
;
Green, Christopher J.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
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2
The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures
Huang, Wenli
;
Luo, Jingyu
;
Qian, Yanhong
;
Zheng, Yuqi
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
7
,
pp. 2052-2064
Persistent link: https://www.econbiz.de/10012549868
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3
The valuation of options on index futures with stochastic dividend yields
Zambrano, Enrique A.
;
Sequera, Rednaxela
- In:
International Journal of Financial Markets and …
7
(
2020
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10012510322
Saved in:
4
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
Saved in:
5
Why is water illiquid? : the NQH2O water index futures
Wang, Jingjing
;
Wang, Xiaoyang
- In:
Applied economic perspectives and policy
45
(
2023
)
1
,
pp. 602-621
Persistent link: https://www.econbiz.de/10014240148
Saved in:
6
Pricing of options on an index containing stale prices
Jokivuolle, Esa
-
1994
Persistent link: https://www.econbiz.de/10000887558
Saved in:
7
Stock index futures : theories and international evidence
Sutcliffe, Charles M. S.
-
1993
-
1. ed.
Persistent link: https://www.econbiz.de/10000858721
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8
Stock index derivatives arbitrage in Finland
Puttonen, Vesa
-
1992
Persistent link: https://www.econbiz.de/10000838086
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9
Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
10
International price discovery in Finnish stock index futures and cash markets
Martikainen, Teppo
;
Puttonen, Vesa
-
1991
Persistent link: https://www.econbiz.de/10000826100
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