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~isPartOf:"Documento de trabajo / Fundación de las Cajas de Ahorros"
~isPartOf:"Pacific-Basin finance journal"
~subject:"ARCH model"
~subject:"Derivat"
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Documento de trabajo / Fundación de las Cajas de Ahorros
Pacific-Basin finance journal
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1
Futures trading activity and the jump risk of spot market : evidence from the bitcoin market
Zhang, Chuanhai
;
Ma, Huan
;
Liao, Xiaosai
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463770
Saved in:
2
Market efficiency and lead-lag relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)
Ballester, José María
;
Climent Diranzo, Francisco J.
; …
-
2012
Persistent link: https://www.econbiz.de/10009785751
Saved in:
3
Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets
McMillan, David G.
;
García, Raquel Quiroga
-
2010
Persistent link: https://www.econbiz.de/10010418466
Saved in:
4
Cojumps in China's spot and stock index futures markets
Wang, Hao
;
Yue, Mengqi
;
Zhao, Hua
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 541-557
Persistent link: https://www.econbiz.de/10011543444
Saved in:
5
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit
;
Reancharoen, Tipprapa
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Saved in:
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