Similar Search Results

US and EU in the Balkans : "America fights the wars, Europe does the dishes?"

Peterson, John - 2001

Persistent link: https://www.econbiz.de/10001676627

Juncker's political European commission and an EU in crisis

Peterson, John - In: Journal of common market studies : JCMS 55 (2017) 2, pp. 349-367

Persistent link: https://www.econbiz.de/10011762262

'Policy networks'

Peterson, John - 2003

Persistent link: https://www.econbiz.de/10004521945

[Besprechung von:] Peterson, John E.: Oman in the twentieth century. New York 1978. Stookey, Robert W.: Yemen. The politics of the Yemen Arab Republic. Boulder/Colo. 1978

Feldman, Lily Gardner - In: The environment and the quality of life : a world view, (pp. 157-158). 1979

Persistent link: https://www.econbiz.de/10002141814

The microeconomics of cryptocurrencies

Nuryyev, Guych; Savitski, David W.; Peterson, John E. - In: The economics of cryptocurrencies, (pp. 35-42). 2021

Persistent link: https://www.econbiz.de/10012655448

Volume and Volatility Surrounding Quarterly Redesignation of the Lead S&P 500 Futures Contract

Kawaller, Ira G.; Koch, Paul D.; Peterson, John E. - In: The journal of futures markets 21 (2001) 12, pp. 1119-1150

Persistent link: https://www.econbiz.de/10006830253

Examining the Dependency in Intra-Day Stock Index Futures

Fung, Hung-Gay; Lo, Wai-Chung; Peterson, John E. - In: The journal of futures markets 14 (1994) 4, pp. 405-420

Persistent link: https://www.econbiz.de/10006866711

Assessing the Intraday Relationship between Implied and Historical Volatility

Kawaller, Ira G.; Koch, Paul D.; Peterson, John E. - In: The journal of futures markets 14 (1994) 3, pp. 323-346

Persistent link: https://www.econbiz.de/10006866715

Assessing the intraday relationship between implied and historical volatility

Kawaller, Ira G.; Koch, Paul D.; Peterson, John E. - In: Journal of Futures Markets 14 (1994) 3, pp. 323-346

Persistent link: https://www.econbiz.de/10011197543

Volume and Volatility Surrounding Quarterly Redesignation of the Lead S&P 500 Futures Contract

Kawaller, Ira G.; Koch, Paul D.; Peterson, John E. - In: Journal of Futures Markets 21 (2001) 12, pp. 1119-1149

During the last weeks before each quarterly expiration of Standard & Poor's (S&P) 500 futures, the bulk of trading volume begins to shift away from the next‐to‐expire (nearby or lead) contract toward the second‐to‐expire (next out) contract. At some point, the exchange formally...

Persistent link: https://www.econbiz.de/10011197987