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International crash risk premium
Chen, Steven Shu-Hsiu - In: Journal of international financial markets, … 94 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015063171
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Guida pratica ai futures su indici azionari : tecniche, mercati, strategie
Cirio, FLavio E. - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000891041
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The implied volatility term structure of stock index options
Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
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Relative Stärke als Entscheidungskriterium auf Futures-Märkten
Borchers, Björn - 2015 - 1. Auflage
Persistent link: https://www.econbiz.de/10011440446
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Index investment and the financialization of commodities
Tang, Ke; Xiong, Wei - In: Financial analysts' journal : FAJ 68 (2012) 6, pp. 54-74
Persistent link: https://www.econbiz.de/10009680556
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Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo; Caggese, Andrea - In: Applied financial economics 10 (2000) 3, pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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The Impact of CSI 300 Index Futures Introduction on Underlying Stock Liquidity
He, Peng William - 2013
This paper examines liquidity in the China stock market around the introduction of the CSI 300 Index Futures contract. Two competing hypotheses are tested. Liquidity of constituents stocks in the underlying index may worsen as passive and uninformed investors migrate to the futures market. On...
Persistent link: https://www.econbiz.de/10013082298
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Futures trading and the excess co-movement of commodity prices
LePen, Yannick; Sévi, Benoît - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 381-418
Persistent link: https://www.econbiz.de/10011990798
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An out-of-sample comparative analysis of hedging performance of stock index futures : dynamic versus static hedging
Yang, Ming Jing; Lai, Yi-Chuan - In: Applied financial economics 19 (2009) 13/15, pp. 1059-1072
The purpose of this study is to examine the hedging performance of the major international stock index futures …, including DJIA, S&P500, NASDAQ100, FTSE100, CAC40, DAX30 and Nikkei225 index futures, by using the various dynamic hedging … strategies and the traditional static hedging strategies. The objective functions of the expected utility maximization and …
Persistent link: https://www.econbiz.de/10003886000