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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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The journal of finance : the journal of the American Finance Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of futures markets
55
IMF Working Papers
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Econometric Institute research papers
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Handbuch Alternative Investments ; Bd. 1
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Spanning with futures contracts
Galvani, Valentina
;
Plourde, André
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10009721372
Saved in:
2
Are copula-GoF-tests of any practical use? : empirical evidence for stocks, commodities and fx futures
Weiß, Gregor
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10009270151
Saved in:
3
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
4
Testing the stabilization hypothesis in the UK short-term interest rates : evidence from a GARCH-X model
Staikouras, Sotiris K.
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
2
,
pp. 169-189
Persistent link: https://www.econbiz.de/10003334661
Saved in:
5
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
6
Is sound just noise?
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1887-1910
Persistent link: https://www.econbiz.de/10001615434
Saved in:
7
A model of returns and trading in futures markets
Hong, Harrison G.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 959-988
Persistent link: https://www.econbiz.de/10001497483
Saved in:
8
Hedging pressure effects in futures markets
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1437-1456
Persistent link: https://www.econbiz.de/10001497632
Saved in:
9
The impact of trader type on the futures volatility-volume relation
Daigler, Robert T.
;
Wiley, Marilyn K.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2297-2316
Persistent link: https://www.econbiz.de/10001496836
Saved in:
10
An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
Saved in:
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