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Examining the impact of structural breaks on price discovery efficiency : evidence from the Indian equity futures market
Kumar, Adish; Gupta, Kapil - In: Copernican Journal of Finance & Accounting : CJF&A 10 (2021) 4, pp. 79-96
Persistent link: https://www.econbiz.de/10013165214
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Impact of Economic Crises on the Price Discovery Dynamics of Spot & Index Futures Market
Avinash - 2017
spot and futures market by considering the near month Nifty50 index futures and its corresponding spot index. The period of … common factor weights of futures and varying direction of information transmission during sub-sample study periods …
Persistent link: https://www.econbiz.de/10012952496
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Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.; Gay, Gerald D.; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
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Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) : eine simulationsgestützte Analyse
Gann, Philipp - 2009
Gegenstand der vorliegenden Arbeit ist die Analyse des Einflusses der Faktoren Konjunkturerwartung, Risikoaversion des Kapitalmarktes und Liquidität auf die Marktwerte von Collateralized Debt Obligations (CDOs) verschiedener Seniorität. Es wird gezeigt, dass die Marktwerte von CDOs wesentlich...
Persistent link: https://www.econbiz.de/10003861125
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Asset price and monetary policy : some skeptical observations
Gerlach, Stefan - In: The quest for stability : the macro view, (pp. 45-59). 2010
Persistent link: https://www.econbiz.de/10003995502
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Asset managers, eurodollars and unconventional monetary policy
Kreicher, Lawrence; McCauley, Robert N. - 2016
Persistent link: https://www.econbiz.de/10011535688
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An empirical study on effects of US treasury futures market on the KTB futures market and its information transfer effect : mainly after the global financial crisis
Kim, Sung-Hyun; Park, Sang-Bum - In: International journal of economics and finance 7 (2015) 12, pp. 262-267
Persistent link: https://www.econbiz.de/10011411841
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After Effects of Global Financial Crisis on Indian Derivatives Market
2012
India. The predominance of single stock futures as a derivative product has now been replaced by the predominance of Index … option as a favorite derivative product in India. The speculative nature of single stock futures has been the prime reason … for the dominance of this derivative product in the pre-crisis period. However, the cautious risk-aversion on the part of …
Persistent link: https://www.econbiz.de/10013114339
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Macroprudential margins : a new countercyclical tool?
O'Neill, Cian; Vause, Nicholas - 2018
Persistent link: https://www.econbiz.de/10011926190
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Banks' leverage in foreign exchange derivatives in times of crisis : a tale of two countries
Giraldo, Carlos; Giraldo, Iader; Gómez González, … - In: Emerging markets review 55 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014481215