//--> //--> //-->
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"
~subject:"Derivat"
~subject:"VIX"
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
Derivat
VIX
Index futures
17
Index-Futures
17
Volatility
9
Volatilität
9
Option pricing theory
6
Optionspreistheorie
6
Aktienindex
4
Börsenkurs
4
Estimation
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Share price
4
Stock index
4
Theorie
4
Theory
4
Derivative
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Arbitrage
2
Capital income
2
Erwartungsbildung
2
Expectation formation
2
Forecasting model
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Volatility risk premium
2
Welt
2
World
2
1985-1992
1
1994-1996
1
1994-2001
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Chen, Yu-Lun
1
Fahlenbrach, Rüdiger
1
Hsieh, Wen-Liang G.
1
Roll, Richard
1
Sandås, Patrik
1
Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
1
Tsai, Wei-Che
1
Tu, Anthony H.
1
Wu, Wei-Shao
1
more ...
less ...
Published in...
All
Journal of empirical finance
The journal of futures markets
31
International review of economics & finance : IREF
9
International review of financial analysis
6
Journal of banking & finance
6
Review of futures markets
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Finance research letters
5
Pacific-Basin finance journal
4
Review of Pacific Basin financial markets and policies
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Emerging markets, finance and trade : EMFT
3
Global business review
3
International journal of bonds and derivatives
3
International journal of theoretical and applied finance
3
Journal of emerging market finance
3
Journal of financial markets
3
Meddelanden från Svenska Handelshögskolan
3
Research in international business and finance
3
Review of derivatives research
3
Applied economic perspectives and policy
2
Applied economics letters
2
Applied financial economics
2
BRC papers on financial derivatives and investment strategies
2
Decision
2
Duisburger Arbeitspapiere zur Ostasienwirtschaft
2
International Journal of Energy Economics and Policy : IJEEP
2
Investment management and financial innovations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Prentice-Hall international editions
2
Research bulletin / The Institute of Cost Accountants of India
2
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The empirical economics letters : a monthly international journal of economics
2
Working paper
2
Working paper / Centre for Financial Research
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
3
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
4
Co-movements of index options and futures quotes
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10003800565
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->