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Schätzung
Japan
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2,041
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2,033
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Chinn, Menzie David
22
Caporale, Guglielmo Maria
21
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Raff, Horst
20
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20
Cheung, Yin-Wong
17
Hamori, Shigeyuki
17
Ogawa, Kazuo
17
Schrimpf, Andreas
16
Bernhofen, Daniel M.
15
Bollerslev, Tim
15
Gerlach, Stefan
15
Okubo, Toshihiro
15
Stähler, Frank
14
Gil-Alaña, Luis A.
13
Bernard, Andrew B.
12
Dekle, Robert
12
Mittnik, Stefan
12
Pierdzioch, Christian
12
Horioka, Charles
11
Hutchison, Michael M.
11
Inui, Tomohiko
11
Miyagawa, Tsutomu
11
Tomiura, Eiichi
11
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10
Diebold, Francis X.
10
Engle, Robert F.
10
Fukao, Kyōji
10
Moxnes, Andreas
10
Pittis, Nikitas
10
Shigeoka, Hitoshi
10
Christen, Elisabeth
9
Fatum, Rasmus
9
Fazio, Giorgio
9
Kamada, Koichiro
9
Lo, Andrew W.
9
McAleer, Michael
9
Sarno, Lucio
9
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9
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Internationaler Währungsfonds / Research Department
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Bonn Graduate School of Economics
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Institut für Agrarentwicklung in Mittel- und Osteuropa
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RIETI discussion paper
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Applied economics
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
57
Journal of the Japanese and international economies : an international journal ; JJIE
51
NBER working paper series
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47
The Japanese economic review : the journal of the Japanese Economic Association
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NBER Working Paper
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The journal of futures markets
39
Discussion paper / Centre for Economic Policy Research
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Bank of Japan working paper series
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Japan and the world economy : international journal of theory and policy
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International review of economics & finance : IREF
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Journal of banking & finance
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Finance research letters
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International review of financial analysis
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Monetary and economic studies
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Journal of Asian economics
16
Working paper
16
Discussion paper / Institute of Social and Economic Research
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Review of international economics
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Europäische Hochschulschriften / 5
13
Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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ISER Discussion Paper
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Journal of empirical finance
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International journal of finance & economics : IJFE
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1
Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Chiang, Min-Hsien
;
Wang, Jo-Yu
- In:
Applied economics
40
(
2008
)
1/3
,
pp. 285-293
Persistent link: https://www.econbiz.de/10003721960
Saved in:
2
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
3
Drivers of technical trend-following rules' profitability in world stock markets
Ülkü, Numan
;
Prodan, Eugeniu
- In:
International review of financial analysis
30
(
2013
),
pp. 214-229
Persistent link: https://www.econbiz.de/10010460311
Saved in:
4
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael
;
Yallup, Peter
-
1996
Persistent link: https://www.econbiz.de/10000944066
Saved in:
5
Volume determination in stock and stock index futures markets : an analysis of
arbitrage
and volatility effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
6
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
7
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1509-1530
Persistent link: https://www.econbiz.de/10001207828
Saved in:
8
A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A.
- In:
Australian journal of management
20
(
1995
)
1
,
pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
Saved in:
9
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
10
A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
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