//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Covered interest arbitrage pro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
35
United States
35
Capital income
26
Hong Kong
26
Hongkong
26
Kapitaleinkommen
26
Börsenkurs
25
Forecasting model
25
Prognoseverfahren
25
Share price
25
Yield curve
24
Zinsstruktur
24
Theorie
21
Theory
21
Exchange rate
19
Wechselkurs
19
Estimation
17
Schätzung
17
Index futures
16
Index-Futures
16
Risikoprämie
15
Risk premium
15
Welt
15
World
15
Volatility
14
Volatilität
14
Aktienmarkt
13
Derivat
13
Derivative
13
Stock market
13
Arbitrage
12
Großbritannien
12
Japan
12
United Kingdom
12
Ankündigungseffekt
11
Announcement effect
11
Bond market
11
Capital mobility
11
Kapitalmobilität
11
Deutschland
10
more ...
less ...
Online availability
All
Free
74
Undetermined
22
Type of publication
All
Book / Working Paper
95
Article
64
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Working Paper
40
Arbeitspapier
38
Graue Literatur
36
Non-commercial literature
36
Collection of articles of several authors
2
Sammelwerk
2
Aufsatz im Buch
1
Bibliografie
1
Book section
1
Thesis
1
more ...
less ...
Language
All
English
Undetermined
124
German
2
Italian
1
Author
All
Valente, Giorgio
103
Sarno, Lucio
45
Fung, Joseph K. W.
44
Fong, Wai-ming
13
Thornton, Daniel L.
13
Hördahl, Peter
7
Davis, Scott
6
Remolona, Eli M.
6
Tse, Yiuman
6
Cenedese, Gino
5
Chan, Kalok
5
Lo, Ingrid
5
Payne, Richard
5
Taylor, Mark P.
5
Cheng, Louis T. W.
4
Clarida, Richard H.
4
Jiang, George J.
4
Moinas, Sophie
4
Mok, Henry M. K.
4
Nguyen, Minh
4
Nucera, Federico
4
van Wincoop, Eric
4
Abhyankar, Abhay
3
Chan, Kam C.
3
Chan, Wing Hong
3
Clarida, Richard
3
Draper, Paul R.
3
Lam, Kevin C. K.
3
McCracken, Michael W.
3
So, Inhwan
3
Van Wincoop, Eric
3
Webb, Robert I.
3
Wu, Jason
3
Ahmed, Shamim
2
Chadha, Jagjit
2
Che, Sanry Y. S.
2
Cheng, Xin
2
Ho, Wai-Yip Alex
2
Lam, FY Eric
2
Leon, H. L.
2
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
5
Financial Econometrics Research Centre, Warwick Business School
3
National Bureau of Economic Research
3
Royal Economic Society - RES
3
Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
International Monetary Fund (IMF)
1
University of Hong Kong / School of Economics and Finance
1
more ...
less ...
Published in...
All
The journal of futures markets
19
HKIMR working paper
13
Discussion paper / Centre for Economic Policy Research
11
HKIMR Working Paper
11
BRC papers on financial derivatives and investment strategies
6
Journal of banking & finance
4
Journal of international money and finance
4
Working Papers / Federal Reserve Bank of St. Louis
4
Working paper
4
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
3
Journal of international economics
3
NBER working paper series
3
Working Papers / Financial Econometrics Research Centre, Warwick Business School
3
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER Working Paper
2
Review of finance : journal of the European Finance Association
2
The Chinese economy
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Bank for International Settlements
2
Applied financial economics
1
Asia-Pacific journal of financial studies
1
BIS Paper
1
BIS Working Paper
1
Bank of Canada Working Paper
1
Bank of England Working Paper
1
CDMA Working Paper Series
1
CEIS Research Paper
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
EconPol Working Paper
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Emerging markets review
1
FRB of St. Louis Working Paper
1
Giornale degli economisti e annali di economia
1
Global finance journal
1
Globalization and Monetary Policy Institute Working Paper
1
IMF Working Papers
1
IMF staff papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
142
RePEc
13
BASE
2
EconStor
2
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market liquidity and FX arbitrage in emerging markets : evidence from Hong Kong tick data
Fong, Wai-ming
;
Valente, Giorgio
;
Fung, Joseph K. W.
-
2008
Persistent link: https://www.econbiz.de/10003770559
Saved in:
2
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 555-574
Persistent link: https://www.econbiz.de/10003493107
Saved in:
3
Order imbalance and the pricing of index futures
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 697-717
Persistent link: https://www.econbiz.de/10003493150
Saved in:
4
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
5
Initial day return and underpricing cost in advance payment initial public offerings
Fung, Joseph K. W.
;
Che, Sanry Y. S.
-
2009
Persistent link: https://www.econbiz.de/10003975236
Saved in:
6
Do derivative markets contain useful information for signaling “hot money” flows?
Fung, Joseph K. W.
;
Webb, Robert I.
;
Chan, Wing Hong
-
2010
Persistent link: https://www.econbiz.de/10003975284
Saved in:
7
Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong
;
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
Saved in:
8
Liquidity crunch in late 2008 : high-frequency differentials between forward-implied funding costs and money market rates
Yiu, Matthew S.
;
Fung, Joseph K. W.
;
Lu, Jin
;
Ho, …
-
2010
Persistent link: https://www.econbiz.de/10008729264
Saved in:
9
Price discovery in the foreign exchange futures market
Tse, Yiuman
;
Xiang, Ju
;
Fung, Joseph K. W.
- In:
The journal of futures markets
26
(
2006
)
11
,
pp. 1131-1143
Persistent link: https://www.econbiz.de/10003392005
Saved in:
10
Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke
;
Frino, Alex
;
Fung, Joseph K. W.
; …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->