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31
Currency-adjusted stock index causality and cointegration : evidence from intraday data
Jalbert, Terrance
- In:
The international journal of business and finance …
9
(
2015
)
5
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011383380
Saved in:
32
Can share price index futures predict returns for the all ordinairies index?
English, John W.
-
1987
Persistent link: https://www.econbiz.de/10000829608
Saved in:
33
Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
34
The impact of stock index arbitrage on equity markets - theory and evidence
Bhatt, Swati
-
1987
Persistent link: https://www.econbiz.de/10000082786
Saved in:
35
Regime switching in stock index and futures markets : a note on the NIKKEI evidence
Kanas, Angelos
- In:
International journal of finance & economics : IJFE
14
(
2009
)
4
,
pp. 394-399
Persistent link: https://www.econbiz.de/10003902073
Saved in:
36
The CRB encyclopedia of commodity and financial prices
Lown, Christopher J.
(
contributor
); …
-
Commodity Research Bureau
-
2006
Persistent link: https://www.econbiz.de/10003451815
Saved in:
37
Aktienindizes und Indexprodukte - die europäische Sichtweise am Beispiel der STOXX Indizes
Bahr, Christian
-
2010
Persistent link: https://www.econbiz.de/10003918280
Saved in:
38
Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model
Tsuji, Chikashi
- In:
Applied financial economics letters
3
(
2007
)
2
,
pp. 77-83
Persistent link: https://www.econbiz.de/10003540179
Saved in:
39
An empirical study on expiration day effects in stock index futures in Indian stock market
Debasish, Sathya Swaroop
;
Puri, Tribhuvan N.
- In:
The international journal of finance
22
(
2010
)
3
,
pp. 6544-6560
Persistent link: https://www.econbiz.de/10009378845
Saved in:
40
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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