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Showing
1
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10
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57,688
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1
Some questions on the pricing of SPI futures contracts
Heaney, Richard A.
-
1993
Persistent link: https://www.econbiz.de/10000889675
Saved in:
2
Derivative use, fund flows and investment manager performance
Frino, Alex
;
Lepone, Andrew
;
Wong, Brad
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 925-933
Persistent link: https://www.econbiz.de/10003836457
Saved in:
3
Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L.
(
contributor
);
Chang, Chi-ying
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003794159
Saved in:
4
Regime shifts in the stock-bond relation in
Australia
Hobbes, Garry
;
Lam, Frewen
;
Loudon, Geoffrey F.
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10003463390
Saved in:
5
Is volatility risk priced after all? : some disconfirming evidence
Loudon, Geoffrey F.
;
Rai, Alan M.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003446031
Saved in:
6
Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
Cummings, James Richard
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
51
(
2011
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10009304060
Saved in:
7
Tax effects on the pricing of Australian stock index futures
Cummings, James Richard
;
Frino, Alex
- In:
Australian journal of management
33
(
2008/09
)
2
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003829031
Saved in:
8
A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
Saved in:
9
Market architecture and nonlinear dynamics of Australian stock and futures indices
Anderson, Heather M.
;
Vahid, Farshid
- In:
Australian economic papers
40
(
2001
)
4
,
pp. 541-566
Persistent link: https://www.econbiz.de/10001982968
Saved in:
10
The international price transmission in stock index futures markets
Yang, Jian
;
Bessler, David A.
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
3
,
pp. 370-386
Persistent link: https://www.econbiz.de/10002141196
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