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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Black-Scholes-Modell"
~subject:"Index futures"
~subject:"Zinsderivat"
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United States
Black-Scholes-Modell
Index futures
Zinsderivat
Theorie
451
Theory
451
Hedging
136
Derivat
129
Derivative
129
USA
111
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
68
Warenbörse
68
Index-Futures
44
Volatility
40
Volatilität
40
Estimation
39
Portfolio selection
39
Portfolio-Management
39
Schätzung
39
CAPM
38
Börsenkurs
33
Share price
33
Currency derivative
32
Interest rate derivative
32
Währungsderivat
32
Commodity derivative
30
Rohstoffderivat
30
Option trading
29
Optionsgeschäft
29
Risiko
27
Risk
26
Arbitrage
22
Estimation theory
19
Forecasting model
19
Prognoseverfahren
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Schätztheorie
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Black-Scholes model
17
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Article
168
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English
169
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Lien, Da-hsiang Donald
5
Gay, Gerald D.
4
Kolb, Robert W.
4
Bali, Turan G.
3
Brorsen, B. Wade
3
Câmara, António
3
Jordan, James V.
3
Webb, Robert I.
3
Brooks, Robert
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Daigler, Robert T.
2
Figlewski, Stephen
2
Fleming, Jeff
2
Frino, Alex
2
Hayenga, Marvin L.
2
Kwok, Yue-Kuen
2
Lioui, Abraham
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Wang, George H. K.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wong, Hoi Ying
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Barrett, W. B.
1
Batlin, Carl A.
1
Batlin, Carl Alan
1
Bhanot, Karan
1
Bigman, David
1
Blake, David
1
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1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,376
Discussion paper / Centre for Economic Policy Research
366
European journal of operational research : EJOR
338
The American economic review
304
The review of financial studies
243
American journal of agricultural economics
238
The review of economics and statistics
231
Working paper
228
The journal of finance : the journal of the American Finance Association
219
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Journal of monetary economics
188
Journal of political economy
188
Economics letters
182
Discussion paper series / IZA
179
Southern economic journal
168
Applied economics
164
Finance and economics discussion series
157
Journal of banking & finance
157
Journal of money, credit and banking : JMCB
156
International journal of production research
148
CESifo working papers
141
Economic inquiry : journal of the Western Economic Association International
141
Journal of financial economics
134
The economic journal : the journal of the Royal Economic Society
118
The quarterly journal of economics
117
International economic review
116
Journal of macroeconomics
115
Journal of economic dynamics & control
114
Public choice
113
Journal of urban economics
106
Journal of public economics
101
Applied economics letters
100
Discussion paper
100
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
100
Journal of econometrics
98
Journal of applied econometrics
95
Journal of economic literature
95
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
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ECONIS (ZBW)
169
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169
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1
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
2
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
3
Financially constrained index futures arbitrage
Glover, Kristoffer
;
Hulley, Hardy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1688-1703
Persistent link: https://www.econbiz.de/10013465806
Saved in:
4
A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
Saved in:
5
Recursive formula for arithmetic Asian option prices
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10010355436
Saved in:
6
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
7
Lévy betas : static hedging with index futures
Wong, Hoi Ying
;
Cheung, Edwin Kwan Hung
;
Wong, Shiu Fung
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1034-1059
Persistent link: https://www.econbiz.de/10009697814
Saved in:
8
Effects of rollover strategies and information stability on the performance measures in options markets : an examination of the KOSPI 200 index options market
Choi, Youngsoo
;
Ok, Soonchan
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 360-388
Persistent link: https://www.econbiz.de/10010218778
Saved in:
9
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
10
Optimal arbitrage strategies on stock index futures under position limits
Dai, Min
;
Zhong, Yifei
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 394-406
Persistent link: https://www.econbiz.de/10008908353
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