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subject:"Schätzung"
type:"article"
~isPartOf:"The journal of futures markets"
~subject:"Announcement effect"
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Schätzung
Announcement effect
Großbritannien
91
United Kingdom
91
Index futures
29
Index-Futures
29
USA
24
United States
24
Derivat
18
Derivative
18
Estimation
16
Volatility
15
Volatilität
15
Börsenkurs
10
Share price
10
Commodity derivative
8
Commodity exchange
8
Rohstoffderivat
8
Warenbörse
8
Hedging
7
Japan
7
Theorie
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Theory
7
Aktienindex
6
Interest rate derivative
6
Stock index
6
Zinsderivat
6
ARCH model
5
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5
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5
Capital income
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Cointegration
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Currency derivative
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Deutschland
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Germany
5
Kapitaleinkommen
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Kointegration
5
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5
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21
Aufsatz in Zeitschrift
21
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English
21
Author
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Sarno, Lucio
2
Theobald, Michael
2
Yallup, Peter
2
Antoniou, Antonios
1
Ap Gwilym, Owain
1
Barone-Adesi, Giovanni
1
Becker, Kent Gregory
1
Clare, Andrew D.
1
Finnerty, Joseph E.
1
Giannopoulos, Kostas
1
Haigh, Michael S.
1
Han, Li-ming
1
Harris, Richard D. F.
1
Heaney, Richard A.
1
Holmes, Philip
1
Jacobs, Michael <Jr.>
1
Kavussanos, Manolis G.
1
Kopecky, Kenneth J.
1
Li, Jinliang
1
Lim, Kian-Guan
1
Luo, Xingguo
1
Mazouz, Khelifa
1
Monoyios, Michael
1
Nomikos, Nikos K.
1
Onochie, Joseph I.
1
Ozocak, Onem
1
Priestley, Richard
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Shen, Jian
1
Sun, Peng
1
Sutcliffe, Charles M. S.
1
Thomas, Stephen D.
1
Tompkins, Robert G.
1
Valente, Giorgio
1
Vosper, Les
1
Wu, Chunchi
1
Wu, Yuliang
1
Xu, Qi
1
Yin, Shuxing
1
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The journal of futures markets
Applied economics
117
Applied financial economics
60
Oxford bulletin of economics and statistics
40
The economic journal : the journal of the Royal Economic Society
38
Journal of international money and finance
34
The European journal of finance
34
Economic modelling
31
Applied economics letters
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Economica
27
Economics letters
27
Journal of applied econometrics
23
Scottish journal of political economy : the journal of the Scottish Economic Society
23
International journal of finance & economics : IJFE
22
The Manchester School
22
Journal of population economics
21
Labour economics : official journal of the European Association of Labour Economists
19
European economic review : EER
17
Oxford economic papers
17
Journal of banking & finance
16
International review of economics & finance : IREF
15
International review of financial analysis
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of money, credit and banking : JMCB
13
Journal of macroeconomics
12
Quarterly bulletin / Bank of England
12
Cambridge journal of economics
11
Journal of economic studies
11
National Institute economic review
11
Bulletin of economic research
10
Economics of education review
10
International journal of the economics of business
10
Journal of econometrics
10
Journal of financial economics
10
Regional studies
10
The North American journal of economics and finance : a journal of financial economics studies
10
The economic and social review
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of economics and statistics
10
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ECONIS (ZBW)
21
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1
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
2
Trading activity in options and stock around price-sensitive news announcements
Mazouz, Khelifa
;
Wu, Yuliang
;
Yin, Shuxing
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1173-1194
Persistent link: https://www.econbiz.de/10011546246
Saved in:
3
A no-arbitrage fractional cointegration model for futures and spot daily ranges
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 77-102
Persistent link: https://www.econbiz.de/10009699456
Saved in:
4
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
5
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
6
Robust estimation of the optimal hedge ratio
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 799-816
Persistent link: https://www.econbiz.de/10001780635
Saved in:
7
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
8
Pricing options using implied trees: evidence from FTSE-100 options
Lim, Kian-Guan
;
Zhi, Da
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 601-626
Persistent link: https://www.econbiz.de/10001678534
Saved in:
9
Risk-return relationships in foreign-currency futures following macroeconomic announcements
Han, Li-ming
;
Ozocak, Onem
- In:
The journal of futures markets
22
(
2002
)
8
,
pp. 729-764
Persistent link: https://www.econbiz.de/10001696670
Saved in:
10
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
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