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1
Potential rewards from path-dependent index
arbitrage
with S&P 500 futures
Habeeb, Gregory
- In:
Review of futures markets
10
(
1992
)
1
,
pp. 180-203
Persistent link: https://www.econbiz.de/10001132149
Saved in:
2
Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274007
Saved in:
3
Transactions costs, index
arbitrage
and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan
;
Green, Christopher J.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
Saved in:
4
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
5
Institutional investment management : equity and bond portfolio strategies and applications
Fabozzi, Frank J.
-
2009
Persistent link: https://www.econbiz.de/10003865444
Saved in:
6
The housing futures market
Jud, G. Donald
;
Winkler, Daniel T.
- In:
Journal of real estate literature : a publication of …
17
(
2009
)
2
,
pp. 181-203
Persistent link: https://www.econbiz.de/10003901204
Saved in:
7
The pricing of temperature futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor
;
Wimmer, Maximilian
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1360-1370
Persistent link: https://www.econbiz.de/10003978408
Saved in:
8
An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
Saved in:
9
Pricing futures on geometric indexes : a discrete time approach
Harel, Arie
;
Harpaz, Giora
;
Francis, Jack Clark
- In:
Review of quantitative finance and accounting
28
(
2007
)
3
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003492800
Saved in:
10
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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