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~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of futures markets
55
IMF Working Papers
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Spanning with futures contracts
Galvani, Valentina
;
Plourde, André
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10009721372
Saved in:
2
Are copula-GoF-tests of any practical use? : empirical evidence for stocks, commodities and fx futures
Weiß, Gregor
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10009270151
Saved in:
3
Empirical investigation of stock index futures market efficiency : the case of the Athens Derivatives Exchange
Andreou, Panayiotis C.
;
Pierides, Yiannos A.
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 211-223
Persistent link: https://www.econbiz.de/10003744776
Saved in:
4
Hedging effectiveness of the Athens stock index futures contracts
Kavussanos, Manolis G.
;
Visvikis, Ilias D.
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 243-270
Persistent link: https://www.econbiz.de/10003744788
Saved in:
5
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
6
Testing the stabilization hypothesis in the UK short-term interest rates : evidence from a GARCH-X model
Staikouras, Sotiris K.
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
2
,
pp. 169-189
Persistent link: https://www.econbiz.de/10003334661
Saved in:
7
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
8
Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G.
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
Saved in:
9
An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
Saved in:
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