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~person:"De Luca, Roberta"
~person:"Lee, Cheng F."
~subject:"Index-Futures"
~subject:"United States"
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De Luca, Roberta
Lee, Cheng F.
Lien, Da-hsiang Donald
14
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11
Chang, Chia-Lin
9
Dionne, Georges
9
Minton, Bernadette A.
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5
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The journal of futures markets
3
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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ECONIS (ZBW)
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1
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
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-lai
;
Chen, Mei-ling
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
Saved in:
4
Hedging and optimal hedge ratios for international index futures markets
Lee, Cheng F.
;
Wang, Kehluh
;
Chen, Yan Long
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 593-610
Persistent link: https://www.econbiz.de/10008825090
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
An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
Saved in:
7
An intertemporal CAPM approach to evaluate mutual fund performance
Chang, Jow-ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
20
(
2003
)
4
,
pp. 415-433
Persistent link: https://www.econbiz.de/10001773915
Saved in:
8
Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
Saved in:
9
Alternative instruments for hedging inflation risk in the banking industry
Koppenhaver, Gary D.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10001149670
Saved in:
10
Stock index futures hedge ratios : tests on horizon effects and functional form
Lee, Cheng F.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001081765
Saved in:
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