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Index-Futures
2,239
Index futures
2,225
Volatilität
715
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707
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592
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587
Theorie
562
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553
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488
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402
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339
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330
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272
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272
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224
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216
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170
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142
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21
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15
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13
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13
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12
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11
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11
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11
Whaley, Robert E.
11
Cheng, Louis T. W.
10
Dorfleitner, Gregor
10
Kurov, Alexander
10
Lee, Cheng F.
10
Mittnik, Stefan
10
Noh, Jaesun
10
Wang, Janchung
10
Ackert, Lucy F.
9
Antoniou, Antonios
9
Bohl, Martin T.
9
Chung, Huimin
9
Han, Qian
9
Kane, Alex
9
Koutmos, Gregory
9
McMillan, David G.
9
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9
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8
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8
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8
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8
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8
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7
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3
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2
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2
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2
Großbritannien / Central Statistical Office
2
School of Accounting, Economics and Finance <Geelong>
2
USA / Division of Economic Analysis
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Birmingham Business School
1
Canadian Agricultural Trade Policy Research Network (CATPRN)
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
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Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of futures markets
267
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
38
International review of financial analysis
28
Pacific-Basin finance journal
27
Review of futures markets
27
The journal of finance : the journal of the American Finance Association
23
The review of financial studies
22
Finance research letters
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Advances in futures and options research : a research annual
19
Applied economics letters
19
Review of quantitative finance and accounting
18
Applied economics
17
Journal of empirical finance
17
Journal of financial and quantitative analysis : JFQA
15
Review of Pacific Basin financial markets and policies
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of international financial markets, institutions & money
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper / National Bureau of Economic Research, Inc.
12
Journal of financial markets
11
Review of derivatives research
11
The European journal of finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Advances in Pacific Basin financial markets
10
Discussion paper
10
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
10
Meddelanden från Svenska Handelshögskolan
10
Research in international business and finance
10
The financial review : the official publication of the Eastern Finance Association
10
Asia-Pacific journal of financial studies
9
European financial management : the journal of the European Financial Management Association
9
IMF Working Papers
9
Investment management and financial innovations
9
Journal of financial economics
9
Journal of forecasting
9
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9
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ECONIS (ZBW)
2,214
RePEc
38
EconStor
23
USB Cologne (EcoSocSci)
4
BASE
2
Other ZBW resources
2
Showing
2,101
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2,150
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2101
The stochastic behaviour of market variance implied in the price of index options
Franks, Julian R.
- In:
The economic journal : the journal of the Royal …
101
(
1991
)
409
,
pp. 1460-1475
Persistent link: https://www.econbiz.de/10001130690
Saved in:
2102
Index futures, program trading, and the covariability of the major market index stocks
Martin, John D.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 95-111
Persistent link: https://www.econbiz.de/10001101538
Saved in:
2103
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
Malliaris, Anastasios G.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10001101542
Saved in:
2104
Index option pricing : do investors pay for skewness?
Cotner, John S.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10001101546
Saved in:
2105
Causality tests between the S&P 500 cash and futures markets
Kutner, George W.
- In:
Quarterly journal of business and economics : QJBE
30
(
1991
)
2
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001137749
Saved in:
2106
An intraweek seasonality in the implied volatilities of individual and index options
Morse, Joel N.
- In:
The financial review : the official publication of the …
26
(
1991
)
3
,
pp. 319-341
Persistent link: https://www.econbiz.de/10001143187
Saved in:
2107
Transaction data tests of S&P 100 call option pricing
Sheikh, Aamir M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 459-475
Persistent link: https://www.econbiz.de/10001119165
Saved in:
2108
Intraday volatility in the stock index and stock index futures markets
Chan, Kalok
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001120545
Saved in:
2109
Index
In:
Handbook of mathematical economics : volume 4
,
(pp. 2237-2264)
.
1991
Persistent link: https://www.econbiz.de/10014025089
Saved in:
2110
Report on stock index futures and cash market activity during October 1989 to the US Commodity Futures Trading Commission
1990
Persistent link: https://www.econbiz.de/10000887892
Saved in:
2111
Information in the cash market and stock index future market
Chan, Kalok
-
1990
Persistent link: https://www.econbiz.de/10000839818
Saved in:
2112
Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
2113
The dynamics of stock index and stock index futures returns
Stoll, Hans R.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
Saved in:
2114
Will increased regulation of stock index futures reduce stock market volatility?
Becketti, Sean
- In:
Economic review
75
(
1990
)
6
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001100413
Saved in:
2115
Empirical analysis of the liquidity of the S&P 500 index futures market during the October 1987 market break
Wang, George H. K.
(
contributor
)
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 191-218
Persistent link: https://www.econbiz.de/10001104155
Saved in:
2116
The twenty leaders index as a futures contract
Hathaway, Neville
- In:
Review of futures markets
9
(
1990
),
pp. 208-225
Persistent link: https://www.econbiz.de/10001108721
Saved in:
2117
Index futures arbitrage and stock market activity in Japan
Kunimura, Michio
- In:
Review of futures markets
9
(
1990
),
pp. 192-204
Persistent link: https://www.econbiz.de/10001108722
Saved in:
2118
The informational content of the implied interest rate from stock index futures
Tang, Gordon Y. N.
- In:
Review of futures markets
9
(
1990
),
pp. 180-189
Persistent link: https://www.econbiz.de/10001108724
Saved in:
2119
The weekly pattern of returns in the Australian share price index futures contract, 1983 - 1989
Johnson, Jackie
- In:
Review of futures markets
9
(
1990
),
pp. 162-177
Persistent link: https://www.econbiz.de/10001108725
Saved in:
2120
The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Cheung, Yin-Wong
- In:
Review of futures markets
9
(
1990
)
2
,
pp. 458-486
Persistent link: https://www.econbiz.de/10001124321
Saved in:
2121
Index futures and stock market volatility
Damodaran, Aswath
- In:
Review of futures markets
9
(
1990
)
2
,
pp. 442-457
Persistent link: https://www.econbiz.de/10001124322
Saved in:
2122
Premiums on stock index futures : some evidence
Bhatt, Swati
- In:
The journal of futures markets
10
(
1990
)
4
,
pp. 367-375
Persistent link: https://www.econbiz.de/10001128011
Saved in:
2123
The relationship between the volatilities of the S&P 500 index and futures contracts implicit in their call option prices
Han, Li-ming
- In:
The journal of futures markets
10
(
1990
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10001128018
Saved in:
2124
Stock index futures in Switzerland : pricing and hedging performance
Stulz, René M.
- In:
Review of futures markets
9
(
1990
)
3
,
pp. 576-592
Persistent link: https://www.econbiz.de/10001128328
Saved in:
2125
Information, volatility, volume, and maturity : an investigation of stock index futures
Board, John L. G.
- In:
Review of futures markets
9
(
1990
)
3
,
pp. 532-549
Persistent link: https://www.econbiz.de/10001128330
Saved in:
2126
Options on stocks versus index options : the portfolio effect
Brooks, Robert
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
Saved in:
2127
Stock index futures : the case for markets in baskets of securities
Cooper, Ian
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 23-38
Persistent link: https://www.econbiz.de/10001101747
Saved in:
2128
Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index
Kawaller, Ira G.
- In:
Journal of banking & finance
14
(
1990
)
2
,
pp. 373-397
Persistent link: https://www.econbiz.de/10001092358
Saved in:
2129
The efficiency of the US dollar index futures market
Harpaz, Giora
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 469-479
Persistent link: https://www.econbiz.de/10001094586
Saved in:
2130
Stock index futures arbitrage : international evidence
Yadav, Pradeep
- In:
The journal of futures markets
10
(
1990
)
6
,
pp. 573-603
Persistent link: https://www.econbiz.de/10001095879
Saved in:
2131
Australian all ordinaries share price index futures and random walks
Heaney, Richard A.
- In:
Australian journal of management
15
(
1990
)
1
,
pp. 129-149
Persistent link: https://www.econbiz.de/10001119095
Saved in:
2132
Index
In:
Handbook of monetary economics : volume 2
,
(pp. 1305-1311)
.
1990
Persistent link: https://www.econbiz.de/10014024509
Saved in:
2133
Index
In:
Handbook of monetary economics : volume 1
,
(pp. 723-724j)
.
1990
Persistent link: https://www.econbiz.de/10014024523
Saved in:
2134
Testing the pricing and informational efficiency of the S&P 500 stock index futures market
Hassan, Mahamood Mahomed
-
1989
Persistent link: https://www.econbiz.de/10000803788
Saved in:
2135
Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767419
Saved in:
2136
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
2137
Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126341
Saved in:
2138
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
2139
The effects of stock index futures on cash market volatility : an empirical study
McGartland, Al
;
Wang, George H.
-
1989
Persistent link: https://www.econbiz.de/10000140390
Saved in:
2140
A - H. Index. - 1989. - LX, 461 S.
Stroynowski, Juliusz
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10000111670
Saved in:
2141
A - H, index
Stroynowski, Juliusz
(
contributor
)
-
1989
Persistent link: https://www.econbiz.de/10009424606
Saved in:
2142
Index : L- Z
1989
-
15. ed
Persistent link: https://www.econbiz.de/10010415155
Saved in:
2143
Index : A - K
1989
-
15. ed
Persistent link: https://www.econbiz.de/10010415156
Saved in:
2144
The adequacy and consistency of margin requirements : the cash, futures, and options segments of the equity market
Warshawsky, Mark J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 420-437
Persistent link: https://www.econbiz.de/10001099131
Saved in:
2145
A transaction data examination of the weekend effect in futures markets
Lauterbach, Beni
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 370-382
Persistent link: https://www.econbiz.de/10001099134
Saved in:
2146
SMI futures : pricing and hedging performance
Stulz, René M.
- In:
Finanzmarkt und Portfolio-Management
3
(
1989
)
4
,
pp. 288-300
Persistent link: https://www.econbiz.de/10001218777
Saved in:
2147
Memory and equilibrium futures prices
Goldenberg, David Harold
- In:
The journal of futures markets
9
(
1989
)
3
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001149526
Saved in:
2148
The market for Japanese stock index futures : some preliminary evidence
Bailey, Warren
- In:
The journal of futures markets
9
(
1989
)
4
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001149532
Saved in:
2149
The predictive value of stock index futures contracts
Ireland, Timothy C.
- In:
Journal of the Midwest Finance Association
18
(
1989
),
pp. 47-56
Persistent link: https://www.econbiz.de/10001088164
Saved in:
2150
The pricing of stock index options in a general equilibrium model
Bailey, Warren
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001063208
Saved in:
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