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Relations intrajournalières entre l'indice CAC 40 et les options sur indice : quel est le marché préféré des investisseurs informés?
Capelle-Blancard, Gunther; Vandelanoite, Séverine - In: Annales d'économie et de statistique (2002), pp. 143-177
Persistent link: https://www.econbiz.de/10001723070
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Valuation of American CAC 40 index and wildcard options
Bellalah, Mondher - In: International review of economics & finance : IREF 10 (2001) 1, pp. 75-94
Persistent link: https://www.econbiz.de/10001569169
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Efficient price discovery in stock index cash and futures markets
Alphonse, Pascal - In: Annales d'économie et de statistique (2000), pp. 177-188
Persistent link: https://www.econbiz.de/10001543502
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Unified tests of causality and cost of carry : the pricing of the French stock index futures contract
Green, Christopher J.; Joujon, Emmanuel - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 121-140
Persistent link: https://www.econbiz.de/10001519416
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Unified tests of causality and cost of carry : the pricing of the French stock index futures contract
Green, Christopher J.; Joujon, Emmanuel - 1998
Persistent link: https://www.econbiz.de/10000985515
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International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.; Lin, Fu-lai; Chen, Mei-ling - In: Review of Pacific Basin financial markets and policies 13 (2010) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
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The international price transmission in stock index futures markets
Yang, Jian; Bessler, David A. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 3, pp. 370-386
Persistent link: https://www.econbiz.de/10002141196
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Testing the monotonicity property of option prices
Pérignon, Christophe - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 61-76
Persistent link: https://www.econbiz.de/10003400053
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Intraday Volatility in International Stock Index Futures Markets : Meteor Showers or Heat Waves?
Booth, G. Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo - 2022
The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988-1994 is investigated in this paper. The empirical results based on extreme-value estimators and vector autoregression indicate the...
Persistent link: https://www.econbiz.de/10013309647
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International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.; Lin, Fu-Lai; Chen, Mei-Ling - 2024
Persistent link: https://www.econbiz.de/10015046861