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A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen; Theissen, Erik - In: The journal of futures markets 35 (2015) 4, pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
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A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen; Theissen, Erik - 2012 - This version: August 2012
This paper considers the dynamics of spot and futures prices in the presence of arbitrage. A partially linear error …
Persistent link: https://www.econbiz.de/10009750074
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A partially linear approach to modelling the dynamics of spot and futures prices
Gaulke, Jürgen (contributor); Theissen, Erik (contributor) - 2008
In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially …
Persistent link: https://www.econbiz.de/10003750067
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Short selling, unwinding, and mispricing
Kempf, Alexander - In: The journal of futures markets 18 (1998) 8, pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
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Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai - 1999
des Cost of Carry Modells anhand von ausnutzbaren Arbitragemöglichkeiten (unter Berücksichtigung von Transaktionskosten …
Persistent link: https://www.econbiz.de/10011401952
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Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey; So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 19 (1999) 6, pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
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Price discovery of German index derivatives during financial turmoil
Frommherz, Anja - In: Review of managerial science 13 (2019) 1, pp. 147-179
Persistent link: https://www.econbiz.de/10011979671
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Financial markets performance : theory and empirical evidence
Marquardt, Dirk Steffen - 1998
Persistent link: https://www.econbiz.de/10000671527
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Eine Analyse der Strategieindizes der Deutsche Börse AG : Motivation, Konstruktion und Bewertung von DivDAX, LevDAX & Co.
Kaya, Michael - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003417069