//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of empirical finance"
~accessRights:"restricted"
~isPartOf:"Applied economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Index futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Index futures
15
Index-Futures
15
Volatility
11
Volatilität
11
Aktienindex
6
Stock index
6
Estimation
5
Option trading
5
Optionsgeschäft
5
Schätzung
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Option pricing theory
4
Optionspreistheorie
4
Share price
4
Capital income
3
Kapitaleinkommen
3
VIX
3
Anlageverhalten
2
Arbitrage
2
Behavioural finance
2
Derivat
2
Derivative
2
Forecasting model
2
Hedging
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
Volatility risk premium
2
Account-level trade and quote data
1
Adverse Selektion
1
Adverse selection
1
Aktienmarkt
1
Aktienoption
1
Ankündigungseffekt
1
Announcement effect
1
Asymmetric information
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Muzzioli, Silvia
2
Banerjee, Ameet Kumar
1
Bonga-Bonga, Lumengo
1
Chen, Clara Chia-Sheng
1
Chen, Jian
1
Chen, Yu-Lun
1
Cipollini, Andrea
1
Elyasiani, Elyas
1
French, Joseph J.
1
Gambarelli, Luca
1
Gehricke, Sebastian A.
1
Guan, Zhengfei
1
Hsieh, Wen-Liang G.
1
Kae-Yih, Tzeng
1
Kanagaraj, A.
1
Kung, James J.
1
Li, Wei-Xuan
1
Lo Cascio, Iolanda
1
Ma, Chenghu
1
Myers, Robert J.
1
Park, Seongkyu
1
Pradhan, H. K.
1
Qiao, Gaoxiu
1
Ryu, Doojin
1
Teng, Yuxin
1
Tripathy, Trilochan
1
Tsai, Wei-Che
1
Tu, Anthony H.
1
Umoetok, Ekerete
1
Wang, Lu
1
Wang, Zhiguang
1
Wu, Feng
1
Wu, Wei-Shao
1
Xu, Yanyan
1
Zhang, Jin E.
1
Zhou, Jian
1
more ...
less ...
Published in...
All
Journal of empirical finance
Applied economics
International review of economics & finance : IREF
21
The journal of futures markets
21
Finance research letters
15
Pacific-Basin finance journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
9
Emerging markets, finance and trade : EMFT
8
Applied economics letters
7
Quantitative finance
7
Research in international business and finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Review of quantitative finance and accounting
6
Theoretical economics letters
6
Journal of banking & finance
5
Asia-Pacific journal of financial studies
4
Discussion paper / Centre for Economic Policy Research
4
Economic modelling
4
International journal of economics and finance
4
The journal of asset management
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
China finance review international
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
International journal of theoretical and applied finance
3
Journal of commodity markets
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Journal of risk
3
Modern economy
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of investment strategies
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economic perspectives and policy
2
Computational economics
2
Economic research
2
Emerging markets review
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
2
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
Saved in:
3
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
4
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
5
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
6
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
7
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
8
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
9
Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian
- In:
Applied economics
49
(
2017
)
19
,
pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
Saved in:
10
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->