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~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Sarno, Lucio"
~subject:"Großbritannien"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Großbritannien
Optionspreistheorie
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Sarno, Lucio
Kang, Jangkoo
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7
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Labour economics : official journal of the European Association of Labour Economists
The journal of futures markets
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Applied economics
1
IMF staff papers
1
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Journal of international economics
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Oxford bulletin of economics and statistics
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The Canadian journal of economics
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ECONIS (ZBW)
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1
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
2
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:
3
The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
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