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Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes
Bertsch, Marina - 2008
Persistent link: https://www.econbiz.de/10013432207
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The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip - 2000
Persistent link: https://www.econbiz.de/10001552786
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The economic value of volatility transmission between the stock and bond markets
Chuliá, Helena; Torró, Hipòlit - In: The journal of futures markets 28 (2008) 11, pp. 1066-1094
Persistent link: https://www.econbiz.de/10003769983
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Idiosyncratic risk matters! : a regime switching approach
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of economics & finance : IREF 18 (2009) 1, pp. 132-141
Persistent link: https://www.econbiz.de/10003793728
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The extended opening session of the futures market and stock price behavior : evidence from the Taiwan stock exchange
Lee, Hsiu-chuan; Chien, Cheng-yi; Chen, Hsiang-lan; … - In: Review of Pacific Basin financial markets and policies 12 (2009) 3, pp. 403-416
Persistent link: https://www.econbiz.de/10003891360
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What does futures market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.; Yogo, Motohiro - 2011
"Open interest, or the amount of contracts outstanding in futures markets, has remarkable power to forecast commodity, currency, bond, and stock prices. Changes in open interest are highly pro-cyclical and predict asset-price fluctuations better than a number of alternative variables including...
Persistent link: https://www.econbiz.de/10008825325
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The effect of index futures trading on volatility : three markets for Chinese stocks
Bohl, Martin T.; Diesteldorf, Jeanne; Siklos, Pierre L. - 2015
Persistent link: https://www.econbiz.de/10011349909
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Procyclicité des régulations des marchés financiers
Auray, Stéphane; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010348563
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Equity derivatives : corporate and institutional applications
Schofield, Neil C. - 2016
Persistent link: https://www.econbiz.de/10011543176