Similar Search Results

Kreditfutures: Weltneuheit an der Eurex : Derivate

Wilkens, Sascha; Wimschulte, Jens - In: Die Bank (2007) 6, pp. 14-19

Persistent link: https://www.econbiz.de/10003468103

Intra-night trading behaviour of Australian treasury-bond futures overnight options

Zou, Liping; Rose, Lawrence Craig; Pinfold, John F. - In: International review of financial analysis 15 (2006) 4/5, pp. 415-433

Persistent link: https://www.econbiz.de/10003377254

Hedging with futures : efficacy of GARCH correlation models to European electricity markets

Zanotti, Giovanna; Gabbi, Giampaolo; Geranio, Manuela - In: Journal of international financial markets, … 20 (2010) 2, pp. 135-148

Persistent link: https://www.econbiz.de/10008695508

Screen based trading, the cost of carry, and futures market efficiency

Switzer, Lorne N.; Fan, Haibo - In: Risk and decision analysis 1 (2009) 1, pp. 57-71

Persistent link: https://www.econbiz.de/10003935639

Activity in futures : does underlying market size relate to futures trading volume?

Frino, Alex; Jarnecic, Elvis; Zheng, Hui - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 313-325

Persistent link: https://www.econbiz.de/10003970042

Prior consequences and subsequent risk taking : new field evidence from the Taiwan futures exchange

Liu, Yu-jane; Tsai, Chih-ling; Wang, Ming-chun; Zhu, Ning N. - In: Management science : journal of the Institute for … 56 (2010) 4, pp. 606-620

Persistent link: https://www.econbiz.de/10003973688

Crude oil futures : a crystal ball?

Alquist, Ron; Arbatli, Elif - In: Bank of Canada review (2009/10) 2, pp. 3-11

Persistent link: https://www.econbiz.de/10008908011

Price errors from thin markets and their corrections : studies based on Taiwan's political futures markets

Chen, Shu-Heng; Wu, Wei-shao - In: Measurement error : consequences, applications and solutions, (pp. 1-25). 2009

Persistent link: https://www.econbiz.de/10003958177

Fundamentals of futures and options markets

Hull, John - 2011 - 7. ed., global ed.

Persistent link: https://www.econbiz.de/10003959819

What does futures market interest tell us about the macroeconomy and asset prices?

Hong, Harrison G.; Yogo, Motohiro - 2011

"Open interest, or the amount of contracts outstanding in futures markets, has remarkable power to forecast commodity, currency, bond, and stock prices. Changes in open interest are highly pro-cyclical and predict asset-price fluctuations better than a number of alternative variables including...

Persistent link: https://www.econbiz.de/10008825325

A service of the

zbw