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Position growth rate interactions between exchange-traded derivatives and OTC derivatives
Switzer, Lorne N.; Shan, Qianyin - In: Revue Gestion 2000 : management & prospective 31 (2014) 4, pp. 35-63
Persistent link: https://www.econbiz.de/10010485781
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Standard and Poor's depository receipts and the performance of the S&P 500 index futures market
Switzer, Lorne N.; Varson, Paula L.; Zghidi, Samia - In: The journal of futures markets 20 (2000) 8, pp. 705-716
Persistent link: https://www.econbiz.de/10001523752
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Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Park, Tae H. - In: The journal of futures markets 16 (1996) 3, pp. 331-352
Persistent link: https://www.econbiz.de/10001198871
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Forecasting interest rates and yield spreads : the informational content of implied futures yields and best-fitting forward rate models
Park, Tae H. - In: Journal of forecasting 16 (1997) 4, pp. 209-224
Persistent link: https://www.econbiz.de/10001227329
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Pricing efficiency and arbitrage in the bitcoin spot and futures markets
Lee, Seungho; El Meslmani, Nabil; Switzer, Lorne N. - In: Research in international business and finance 53 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012549026
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Lead-lag relationship between spot and futures markets under different short-selling regimes
Fung, Joseph K. W.; Jiang, Li; Cheng, Louis T. W. - 2001
Persistent link: https://www.econbiz.de/10001612484
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Derivatives, short selling and US equity and bond mutual funds
Dezfouli, Kaveh Moradi; Kryzanowski, Lawrence - In: The quarterly journal of finance 6 (2016) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011452388
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Alternative specifications of the errors in the Black-Scholes option pricing model and various implied variance formulas
Rahman, Abdul H. - In: Economics letters 21 (1986) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001014753
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Futures market equilibrium with heterogeneity and a spot market at harvest
Fouda, Henri; Kryzanowski, Lawrence; To, Minh-chau - In: Journal of economic dynamics & control 25 (2001) 5, pp. 805-824
Persistent link: https://www.econbiz.de/10001561693
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Financial oligopolies and parallel exclusion in the credit default swap markets
Kryzanowski, Lawrence; Perrakis, Stylianos; Zhong, Rui - In: Journal of financial markets 56 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10013282502