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Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options
Äijö, Janne - In: International review of financial analysis 17 (2008) 2, pp. 242-258
Persistent link: https://www.econbiz.de/10003764994
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Impact of US an UK macroeconomics news announcements on the return distribution implied by FTSE-100 index options
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612609
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Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612621
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A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - In: The journal of futures markets 27 (2007) 6, pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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Stock price distributions and news : evidence from index options
Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
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Pacific Rim futures markets and their intertemporal relationships
Fong, Kingsley; Zurbruegg, Ralf - In: Advances in Pacific Basin financial markets 6 (2000), pp. 197-220
Persistent link: https://www.econbiz.de/10001487782
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Stock index futures listing and structural change in time-varying volatility
Yi, Sang-bin - In: The journal of futures markets 12 (1992) 5, pp. 493-509
Persistent link: https://www.econbiz.de/10001129996
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A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index
Alsheikhmubarak, Abdulilah Ibrahim; Giouvris, Evangelos - In: Multinational finance journal 22 (2018) 3/4, pp. 119-172
Persistent link: https://www.econbiz.de/10012547707
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Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
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Short selling and index arbitrage profitability : evidence from the SGX MSCI and TAIFEX Taiwan index futures markets
Wang, Janchung - In: Emerging markets finance & trade : a journal of the … 46 (2010) 5, pp. 48-66
Persistent link: https://www.econbiz.de/10009238995