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Search: subject_exact:"Index-Futures"
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Index futures
17
Index-Futures
17
Volatility
9
Volatilität
9
Aktienindex
7
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7
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4
Capital income
4
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1994-1999
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Applied economics
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
Journal of empirical finance
17
Journal of financial and quantitative analysis : JFQA
15
Review of Pacific Basin financial markets and policies
15
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14
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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
The European journal of finance
11
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11
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11
Advances in Pacific Basin financial markets
10
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10
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Meddelanden från Svenska Handelshögskolan
10
Research in international business and finance
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The financial review : the official publication of the Eastern Finance Association
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Asia-Pacific journal of financial studies
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European financial management : the journal of the European Financial Management Association
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IMF Working Papers
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Investment management and financial innovations
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ECONIS (ZBW)
17
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1
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
2
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
3
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
4
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
5
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
6
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
7
Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian
- In:
Applied economics
49
(
2017
)
19
,
pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
Saved in:
8
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
9
The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010 : evidence from South Africa
Bonga-Bonga, Lumengo
;
Umoetok, Ekerete
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3999-4018
Persistent link: https://www.econbiz.de/10011639941
Saved in:
10
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
11
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
12
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Saved in:
13
Dynamic hedge ratio for stock index futures : application of threshold VECM
Li, Ming-yuan Leon
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1403-1417
Persistent link: https://www.econbiz.de/10008658442
Saved in:
14
Empirical of the Taiwan stock index option price forecasting model-applied artificial neural network
Lin, Chin-tsai
;
Yeh, Hsin-yi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1965-1972
Persistent link: https://www.econbiz.de/10003862784
Saved in:
15
Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Chiang, Min-Hsien
;
Wang, Jo-Yu
- In:
Applied economics
40
(
2008
)
1/3
,
pp. 285-293
Persistent link: https://www.econbiz.de/10003721960
Saved in:
16
An analysis of mean-variance portfolio selection with varying holding periods
Ulucan, Aydin
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1399-1407
Persistent link: https://www.econbiz.de/10003511831
Saved in:
17
Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics
38
(
2006
)
4
,
pp. 395-413
Persistent link: https://www.econbiz.de/10003298646
Saved in:
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