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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Taxation, public benefits and work : towards a Ricardian view of labour supply
Green, Christopher J.
-
1984
-
Rev.
Persistent link: https://www.econbiz.de/10002529989
Saved in:
8
"Quick" methods of estimating the price of government bonds
Green, Christopher J.
- In:
Oxford bulletin of economics and statistics
53
(
1991
)
3
,
pp. 295-311
Persistent link: https://www.econbiz.de/10001110187
Saved in:
9
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
Saved in:
10
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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