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~person:"Brunetti, Marianna"
~person:"Floros, Christos"
~person:"Hou, Yang"
~subject:"Index-Futures"
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Pairs trading in the index options market
Brunetti, Marianna
;
De Luca, Roberta
-
2021
-
This version: March 2021
Persistent link: https://www.econbiz.de/10013256318
Saved in:
2
Pairs trading in the index options market
Brunetti, Marianna
;
De Luca, Roberta
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10014252894
Saved in:
3
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
4
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
Saved in:
5
Hedge ratios in South African stock index futures
Degiannakis, Stavros
;
Floros, Christos
- In:
Journal of emerging market finance
9
(
2010
)
3
,
pp. 285-304
Persistent link: https://www.econbiz.de/10009156614
Saved in:
6
Hedge ratios in Greek stock index futures market
Floros, Christos
;
Vougas, Dimitrios V.
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1125-1136
Persistent link: https://www.econbiz.de/10002391583
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