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Pricing of forward and futures contracts

Chow, Ying-foon; McAleer, Michael; Sequeira, John M. - In: Journal of economic surveys 14 (2000) 2, pp. 215-253

Persistent link: https://www.econbiz.de/10001466688

Risk management and financial derivatives : an overview

Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115

Persistent link: https://www.econbiz.de/10009777841

The rise and fall of S&P500 variance futures

Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167

Persistent link: https://www.econbiz.de/10009779314

Modelling the effects of oil prices on global fertilizer prices and volatility

Chen, Ping-yu; Chang, Chia-ling; Chen, Chi-chung; … - In: Journal of risk and financial management : JRFM 5 (2012) 1, pp. 78-114

mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …

Persistent link: https://www.econbiz.de/10011555888

A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices

Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823

Persistent link: https://www.econbiz.de/10011847174

Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates

Chang, Chia-Lin; McAleer, Michael - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 397-419

Persistent link: https://www.econbiz.de/10009666576

Precious metals-exchange rate volatility transmissions and hedging strategies

Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 633-647

Persistent link: https://www.econbiz.de/10009007004

Cointegrated dynamics for a generalized long memory process : application to interest rates

Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012258310

Efficient estimation and testing of alternative models of currency futures contracts

Sequeira, John M.; McAleer, Michael; Chow, Ying-Foon - In: The economic record : er 77 (2001), pp. 270-282

Persistent link: https://www.econbiz.de/10001752337

Practical issues in cointegration analysis : special issue

Oxley, Les (contributor); McAleer, Michael (contributor) - 1998

Persistent link: https://www.econbiz.de/10001400853

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