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~isPartOf:"Review of quantitative finance and accounting"
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Search: subject_exact:"Index derivative"
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Index derivative
11
Indexderivat
11
Volatility
7
Volatilität
7
USA
6
United States
6
Spillover effect
5
Spillover-Effekt
5
Aktienindex
4
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Chang, Chia-Lin
7
McAleer, Michael
7
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1
Hackard, James C.
1
Kadapakkam, Palani-Rajan
1
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1
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1
Lobe, Sebastian
1
Röder, Klaus
1
Schmidhammer, Christoph
1
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1
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Review of quantitative finance and accounting
Econometric Institute research papers
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The journal of investing
20
International review of financial analysis
19
The journal of trading
18
The review of financial studies
16
Financial services review : the journal of individual financial management
15
The journal of futures markets
14
Applied economics
13
Journal of banking & finance
13
The journal of asset management
13
Applied economics letters
12
Finance research letters
12
NBER working paper series
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Global finance journal
10
Journal of investment management : JOIM
10
Managerial finance
10
The journal of alternative investments
10
Working paper / National Bureau of Economic Research, Inc.
10
International review of economics & finance : IREF
9
NBER Working Paper
9
Pacific-Basin finance journal
9
Investment management and financial innovations
8
Journal of financial markets
8
Research paper series / Swiss Finance Institute
8
The journal of portfolio management : a publication of Institutional Investor
8
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Energy economics
7
Journal of financial economics
7
The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
6
Bloomberg financial series
6
Discussion paper / Centre for Economic Policy Research
6
European financial management : the journal of the European Financial Management Association
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
Schriftenreihe Finanzmanagement
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1
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
2
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
4
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
5
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
6
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
7
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
8
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
9
The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
Review of quantitative finance and accounting
46
(
2016
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
Saved in:
10
Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan
;
Krause, Timothy
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
Saved in:
11
Can Island provide liquidity and price discovery in the dark?
Tse, Yiuman
;
Hackard, James C.
- In:
Review of quantitative finance and accounting
23
(
2004
)
2
,
pp. 149-166
Persistent link: https://www.econbiz.de/10002257630
Saved in:
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