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The no-arbitrage hypothesis and inertia in forward markets
Ferreira García, José Luis; Kujal, Praveen; Rassenti, … - 2022
Persistent link: https://www.econbiz.de/10013256972
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Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets
Lee, Yen-hsian; Ozun, Alper - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 99-108
Persistent link: https://www.econbiz.de/10010209490
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Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen; Koekebakker, Steen - In: Energy economics 52 (2015) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
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Speculative markets : options, futures and hard assets
Strong, Robert A. - 1989 - [1. print.]
Persistent link: https://www.econbiz.de/10013542506
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Futures markets
Duffie, Darrell - 1989 - 1. [print.]
Persistent link: https://www.econbiz.de/10013494450
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Futures and option contracting : theory and practice
Marshall, John F. - 1989
Persistent link: https://www.econbiz.de/10013499967
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Futures markets
Siegel, Daniel R. - 1990
Persistent link: https://www.econbiz.de/10013467908
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Microstructure and high-frequency price discovery in the soybean complex
Zhou, Xinquan; Bagnarosa, Guillaume; Gohin, Alexandre; … - In: Journal of commodity markets 30 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014426684
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Analysing large one-day commodity futures price changes
Hua, Wei; Wei, Peihwang - In: International journal of bonds and derivatives 1 (2014) 2, pp. 134-154
Persistent link: https://www.econbiz.de/10011312443
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Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143
Persistent link: https://www.econbiz.de/10012024963