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Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks

Bendigeri, Raghavendra S. - In: International journal of business and globalisation : IJBG 37 (2024) 4, pp. 535-554

Persistent link: https://www.econbiz.de/10015063989

Financial market spillovers around the globe

Dimpfl, Thomas; Jung, Robert - 2011

Financial market spillovers around the globeThis paper investigates the transmission of return and volatility spillovers around the globe. It draws on index futures of three representative indices, namely the Dow Jones Euro Stoxx 50, the S&P 500 and the Nikkei 225. Devolatised returns and...

Persistent link: https://www.econbiz.de/10009161582

Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model

Bei, Xinyue; Yang, Yanjia; Li, Liuling; Mizrach, Bruce … - In: Theoretical economics letters 4 (2014) 9, pp. 748-759

Persistent link: https://www.econbiz.de/10010531254

Trading with tigers : a technical analysis of Southeast Asian stock index futures

Heng, Panha; Niblock, Scott J. - In: International economic journal 28 (2014) 4, pp. 679-692

Persistent link: https://www.econbiz.de/10010504177

Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia

Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394

Persistent link: https://www.econbiz.de/10011666780

Dynamic probability of informed trading and price movements : evidence from the CSI300 index futures market

Yan, Yan; Ouyang, Hongbing - In: Applied economics letters 25 (2018) 14, pp. 998-1003

Persistent link: https://www.econbiz.de/10012131668

Macroeconomic news surprises, volume and volatility relationship in index futures market

Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287

Persistent link: https://www.econbiz.de/10012197389

Herd behaviors in index futures trading : driving factors and impact on market volatility

Wu, Ming-Hung; Hu, Wan-Ting; Weng, Pei-Shih - In: The journal of futures markets 43 (2023) 10, pp. 1373-1392

Persistent link: https://www.econbiz.de/10014339443

Pricing of options on an index containing stale prices

Jokivuolle, Esa - 1994

Persistent link: https://www.econbiz.de/10000887558

Futures- und Optionsmärkte in Japan : unter besonderer Berücksichtigung der Indexderivate

Bongartz, Ulrich - 1994

Persistent link: https://www.econbiz.de/10000894590

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