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1
Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Dong, Yan
;
Fan, Cijun
;
Zhang, Dayong
- In:
The Chinese economy
49
(
2016
)
5
,
pp. 374-394
Persistent link: https://www.econbiz.de/10011666780
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2
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
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3
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
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4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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5
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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6
Determination of stock closing prices and
hedging
performance with stock indices futures
Lee, Hsiu-chuan
;
Chien, Cheng-yi
;
Liao, Tzu-hsiang
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
4
,
pp. 827-847
Persistent link: https://www.econbiz.de/10003924038
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7
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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8
Hedging
with future : multivariante dynamic conditional correlation GARCH
Kolokolov, Aleksey
- In:
Market risk and financial markets modeling
,
(pp. 63-72)
.
2012
Persistent link: https://www.econbiz.de/10009514454
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9
A comparison of hedge effectiveness and price discovery between TAIFEX TAIEX index futures and SGX MSCI Taiwan index futures
Chen, Shen-yuan
;
Lin, Ching-chung
;
Chou, Pin-huang
; …
- In:
Review of Pacific Basin financial markets and policies
5
(
2002
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001697453
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10
Hedging
in stock index futures : lessons from the crash
Nevler, James M.
- In:
CRB commodity year-book
(
1988
),
pp. 16-23
Persistent link: https://www.econbiz.de/10001084360
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