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An empirical analysis of efficiency of derivative cotton contract : an ARDL approach
Kumar, Sachin - In: International journal of trade and global markets 17 (2023) 2, pp. 109-119
Persistent link: https://www.econbiz.de/10014287214
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Market efficiency and index option pricing : an empirical study based on the Swiss financial market
Chesney, Marc (contributor) - 1992
Persistent link: https://www.econbiz.de/10000137888
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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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Los mercados de futuros : primas de riesgo, integración con los mercados de contado y poder de cobertura
Mencía, Ángel M. - 1995
Persistent link: https://www.econbiz.de/10000933269
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa; Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000963925
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978435