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isPartOf:"The journal of futures markets"
type:"article"
~subject:"Interest rate derivative"
~subject:"Share price"
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Interest rate derivative
Share price
Großbritannien
91
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91
Index futures
29
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29
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24
United States
24
Derivat
18
Derivative
18
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16
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Lekkos, Ilias
2
Milas, Costas
2
Sarno, Lucio
2
Tse, Yiuman
2
Abhyankar, Abhay
1
Ball, Clifford A.
1
Cifarelli, Giulio
1
Frijns, Bart
1
Heaney, Richard A.
1
Hill, Joanne M.
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Kyriacou, Kyriacos
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Luo, Xingguo
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Payá, Ivan
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1
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1
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1
Torous, Walter N.
1
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1
Valente, Giorgio
1
Vähämaa, Sami
1
Wu, Yuliang
1
Xu, Qi
1
Yau, Jot
1
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The journal of futures markets
Applied financial economics
38
Journal of banking & finance
26
International review of financial analysis
22
The European journal of finance
18
Finance research letters
17
The economic journal : the journal of the Royal Economic Society
14
Journal of international financial markets, institutions & money
12
Applied economics
11
Applied economics letters
10
International review of economics & finance : IREF
10
Quarterly bulletin / Bank of England
10
The journal of finance : the journal of the American Finance Association
10
The journal of real estate finance and economics
10
Global finance journal
9
Journal of empirical finance
9
Journal of international money and finance
9
The review of financial studies
9
Economic modelling
8
European financial management : the journal of the European Financial Management Association
8
Journal of financial economics
8
Review of quantitative finance and accounting
7
International journal of finance & economics : IJFE
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of corporate finance : contracting, governance and organization
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Explorations in economic history : EEH
5
International Journal of Financial Studies : open access journal
5
Journal of economics & business
5
Journal of multinational financial management
5
Review of futures markets
5
Bulletin of economic research
4
Cogent economics & finance
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of central banking : IJCB
4
Journal of international accounting auditing & taxation
4
Review of financial economics : RFE
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
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ECONIS (ZBW)
16
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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
The informativeness of trades and quotes in the FTSE 100 index futures market
Frijns, Bart
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10011348464
Saved in:
4
Forward-looking monetary policy rules and option-implied interest rate expectations
Sihvonen, Jukka
;
Vähämaa, Sami
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 346-373
Persistent link: https://www.econbiz.de/10010355424
Saved in:
5
Systematic sampling of nonlinear models : evidence on speed of adjustment in index futures markets
Payá, Ivan
;
Peel, David
- In:
The journal of futures markets
31
(
2011
)
2
,
pp. 192-203
Persistent link: https://www.econbiz.de/10008908405
Saved in:
6
In search of the convexity adjustment : evidence from the sterling futures and IMM FRA markets
Poskitt, Russell
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 617-633
Persistent link: https://www.econbiz.de/10003715112
Saved in:
7
An empirical analysis of commodity pricing
Heaney, Richard A.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
Saved in:
8
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Saved in:
9
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
Saved in:
10
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
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