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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~subject:"Index futures"
~subject:"Spillover-Effekt"
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Index futures
Spillover-Effekt
Aktienindex
151
Stock index
151
Volatility
50
Volatilität
50
Aktienmarkt
46
Stock market
46
Estimation
44
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44
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19
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Brooks, Chris
2
Garrett, Ian
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Abraham, Sajimon
1
Alkebäck, Per
1
Ap Gwilym, Owain
1
Arslan, Cem Kaan
1
Becchetti, Leonardo
1
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1
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1
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1
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1
Chun, Sun Eae
1
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1
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1
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1
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1
Floros, Christos
1
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1
Gong, Yuting
1
Hagelin, Niclas
1
Hinich, Melvin J.
1
Kao, Feng
1
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Applied financial economics
Economic modelling
Finance India : the quarterly journal of Indian Institute of Finance
The journal of futures markets
39
International review of financial analysis
17
The North American journal of economics and finance : a journal of financial economics studies
14
International review of economics & finance : IREF
12
Applied economics
9
Pacific-Basin finance journal
9
Research in international business and finance
8
Journal of banking & finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
The review of financial studies
6
Emerging markets, finance and trade : EMFT
5
Finance research letters
5
Managerial finance
5
Meddelanden från Svenska Handelshögskolan
5
The empirical economics letters : a monthly international journal of economics
5
International Journal of Energy Economics and Policy : IJEEP
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
The European journal of finance
4
Applied economics letters
3
Asia-Pacific financial markets
3
Australian journal of management
3
Decision
3
European financial management : the journal of the European Financial Management Association
3
International journal of economics and finance
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
3
Investment management and financial innovations
3
Journal of economics & business
3
Journal of economics and finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial management and analysis : international review of finance
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Modern economy
3
NBER working paper series
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Research bulletin / The Institute of Cost Accountants of India
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ECONIS (ZBW)
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1
Evaluation of leverage effect and spillover effect of Indian broad index exchange traded funds
Sabu, Marvin
;
Abraham, Sajimon
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
4
,
pp. 1313-1324
Persistent link: https://www.econbiz.de/10014340790
Saved in:
2
FIIs trading in index futures and its impact on movement in Nifty 50
Sherry, A. M.
;
Maheshwari, Saurabh
- In:
Finance India : the quarterly journal of Indian …
33
(
2019
)
2
,
pp. 371-398
Persistent link: https://www.econbiz.de/10012160998
Saved in:
3
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
4
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
5
Analysis of stock indices and their impact on market index
Singh, Piyush Kumar
;
Thaker, Keyur
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
3
,
pp. 943-960
Persistent link: https://www.econbiz.de/10011647414
Saved in:
6
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
7
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
8
Stochastic dominance relationships between stock and stock index futures markets : international evidence
Qiao, Zhuo
;
Wong, Wing Keung
;
Fung, Joseph K. W.
- In:
Economic modelling
33
(
2013
),
pp. 552-559
Persistent link: https://www.econbiz.de/10010193326
Saved in:
9
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
10
Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
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