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Tse, Yiuman
287
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70
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28
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25
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The journal of futures markets
32
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20
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17
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17
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13
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ECONIS (ZBW)
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1
Risk Premia in Foreign Currency Futures: A Reexamination
Tse, Yiuman
;
Booth, G.Geoffrey
- In:
The financial review : the official publication of the …
31
(
1996
)
3
,
pp. 521-534
Persistent link: https://www.econbiz.de/10007324589
Saved in:
2
Long Memory in Interest Rate Futures Markets: A Fractional Cointegration Analysis
Booth, G.Geoffrey
;
Tse, Yiuman
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 573-584
Persistent link: https://www.econbiz.de/10007333838
Saved in:
3
Common Volatility and Volatility Spillovers between U.S. and Eurodollar Interest Rates: Evidence from the Futures Market
Tse, Yiuman
;
Booth, G.Geoffrey
- In:
Journal of economics and business
48
(
1996
)
3
,
pp. 299
Persistent link: https://www.econbiz.de/10005992695
Saved in:
4
Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?
Booth, G.Geoffrey
;
Chowdhury, Mustafa
;
Martikainen, Teppo
; …
- In:
Management science : journal of the Institute for …
43
(
1997
)
11
,
pp. 1564-1576
Persistent link: https://www.econbiz.de/10006100233
Saved in:
5
Price Discovery in the German Equity Index Derivatives Markets
Booth, G.Geoffrey
;
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 619-644
Persistent link: https://www.econbiz.de/10006842273
Saved in:
6
Information Shares in International Oil Futures Markets
Tse, Yiuman
;
Booth, G.Geoffrey
- In:
International review of economics & finance : IREF
6
(
1997
)
1
,
pp. 49-56
Persistent link: https://www.econbiz.de/10007703108
Saved in:
7
Trading and Pricing in Upstairs and Downstairs Stock Markets
Booth, G.Geoffrey
;
Lin, Ji-Chai
;
Martikainen, Teppo
; …
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1111-1136
Persistent link: https://www.econbiz.de/10007036824
Saved in:
8
The Relationship between U.S. and Eurodollar Interest Rates: Evidence from the Futures Market
Tse, Yiuman
;
Booth, G.Geoffrey
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
131
(
1995
)
1
,
pp. 28-46
Persistent link: https://www.econbiz.de/10006593801
Saved in:
9
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Saved in:
10
The international transmission of information in Eurodollar futures markets : a continuously trading market hypothesis
Tse, Yiuman
- In:
Journal of international money and finance
15
(
1996
)
3
,
pp. 447-465
Persistent link: https://www.econbiz.de/10001205674
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