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Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
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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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A re-examination of the relationship between FTSE100 index and futures prices
Tao, Juan - 2008
This thesis examines the validity of the cost of carry model for pricing FTSE100 futures contracts and the relationship between FTSE100 spot and futures markets during twosub-periods characterised by different market trading systems employed by the LSEand LIFFE. The empirical work is carried out...
Persistent link: https://www.econbiz.de/10009461235
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Impact of marketing channel caused by relationship marketing of online social network
Wang, Min; Bian, Yijie; Deng, Jiangao; Sheng, Hong; … - In: International journal of services technology and management 22 (2016) 6, pp. 348-364
Persistent link: https://www.econbiz.de/10011665170
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How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie; Hong, Yi; Tao, Juan - In: The European journal of finance 22 (2016) 10/12, pp. 909-940
Persistent link: https://www.econbiz.de/10011715223
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The performance of China's stock market price limits : noise mitigator or noise maker?
Tao, Juan; Wu, Yingying; Jingyi, Zhang - In: China finance review international 7 (2017) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10011797749
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Banks as interest rate managers
Green, Christopher J. - In: Journal of financial services research : JFSR 14 (1998) 3, pp. 189-208
Persistent link: https://www.econbiz.de/10001410369
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Money market arbitrage and commercial banks' rate adjustments in the United Kingdom
Green, Christopher J. - In: Bulletin of economic research 39 (1987) 4, pp. 273-296
Persistent link: https://www.econbiz.de/10001063117
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An empirical note on the fiscal accommodation of an oil price increase
Green, Christopher J. - In: Applied economics 17 (1985) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001047812
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Model comparison when the endogenous variable is uncertain : an application of non-nested testing procedures
Green, Christopher J. - In: Economics letters 31 (1989) 4, pp. 344-354
Persistent link: https://www.econbiz.de/10001080239