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Intraday futures volatility and theories of market behavior
Daigler, Robert T. - In: The journal of futures markets 17 (1997) 1, pp. 45-74
Persistent link: https://www.econbiz.de/10001216344
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Option pricing and the martingale restriction
Longstaff, Francis A. - In: The review of financial studies 8 (1995) 4, pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
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Financial market spillovers around the globe
Dimpfl, Thomas; Jung, Robert - 2011
follows. We find weak and shortlived return spillovers, in particular from the USA to Japan. Volatility spillovers are more …
Persistent link: https://www.econbiz.de/10009161582
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Portfolio hedging and basis risks
Lim, Kian-Guan - In: Applied financial economics 6 (1996) 6, pp. 543-549
Persistent link: https://www.econbiz.de/10001217465
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Arbitrage and price behavior of the Nikkei stock index futures
Lim, Kian-Guan - In: The journal of futures markets 12 (1992) 2, pp. 151-161
Persistent link: https://www.econbiz.de/10001124222
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Die Qualität verschiedener Hedgingtheorien im Kontext der Aktienindex-Futuresmärkte
Albrecht, Rainer - 1994
Persistent link: https://www.econbiz.de/10000890678
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Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C. - 1984
Persistent link: https://www.econbiz.de/10000832569
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Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc - 1985
Persistent link: https://www.econbiz.de/10000834665
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The time series properties of implied volatility of S&P100 index options
Diz, Fernando; Finucane, Thomas J. - 1991
Persistent link: https://www.econbiz.de/10000839718