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1
A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 267-278
Persistent link: https://www.econbiz.de/10001123283
Saved in:
2
How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen
Persistent link: https://www.econbiz.de/10001273586
Saved in:
3
Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Wahab, Mamoud S.
- In:
The journal of futures markets
13
(
1993
)
7
,
pp. 711-742
Persistent link: https://www.econbiz.de/10001152239
Saved in:
4
The interrelation of stock and options market trading-volume data
Anthony, Joseph H.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 949-964
Persistent link: https://www.econbiz.de/10001073072
Saved in:
5
A time series test of calendar seasonalities in the S & P 500 index since the introduction of index
derivative
securities
Cyr, Don J.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
Saved in:
6
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
7
Stock index futures arbitrage and intraday tests of market efficiency
Lee, Jae-ha
-
1988
Persistent link: https://www.econbiz.de/10000831596
Saved in:
8
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
9
Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 297-308
Persistent link: https://www.econbiz.de/10001123282
Saved in:
10
The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham
- In:
The journal of futures markets
12
(
1992
)
6
,
pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
Saved in:
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