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Stock index futures contracts and separability of returns
Herbst, Anthony F. - In: The journal of futures markets 4 (1984) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10001083011
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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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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
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Information in the cash market and stock index future market
Chan, Kalok - 1990
Persistent link: https://www.econbiz.de/10000839818
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Testing the pricing and informational efficiency of the S&P 500 stock index futures market
Hassan, Mahamood Mahomed - 1989
Persistent link: https://www.econbiz.de/10000803788