Narrow search
Showing 11 - 20 of 340,378
Cover Image
Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun; Chen, Chung-Hsuan - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 2, pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
Cover Image
Hedging with future : multivariante dynamic conditional correlation GARCH
Kolokolov, Aleksey - In: Market risk and financial markets modeling, (pp. 63-72). 2012
Persistent link: https://www.econbiz.de/10009514454
Cover Image
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf; Clements, Adam; McClelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Cover Image
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Cover Image
Transmission of stock returns and volatility between the US and Japan : evidence from the stock index futures markets
Pan, Ming-shiun; Hsueh, L. Paul - In: Asia-Pacific financial markets 5 (1998) 3, pp. 211-225
Persistent link: https://www.econbiz.de/10001372067
Cover Image
S&P 500 futures market and the normal backwardation hypothesis
Hassan, Mahamood Mahomed - In: Journal of economics and finance 19 (1995) 3, pp. 85-103
Persistent link: https://www.econbiz.de/10001206758
Cover Image
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Cover Image
The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
Cover Image
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Cover Image
Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.; Tian, Yisong Sam - In: Journal of banking & finance 25 (2001) 9, pp. 1607-1634
Persistent link: https://www.econbiz.de/10001603569