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VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
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The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos; Sarno, Lucio - In: The journal of futures markets 19 (1999) 3, pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
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International trading - nontrading time effects on risk estimation in futures markets
Hill, Joanne M. - In: The journal of futures markets 10 (1990) 4, pp. 407-423
Persistent link: https://www.econbiz.de/10001128007
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Option pricing with futures-style margining
Lieu, Der-ming - In: The journal of futures markets 10 (1990) 4, pp. 327-338
Persistent link: https://www.econbiz.de/10001128016
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Market liquidity and depth on computerized and open outcry trading systems : a comparison of DTB and LIFFE Bund contracts
Pirrong, Craig - In: The journal of futures markets 16 (1996) 5, pp. 519-543
Persistent link: https://www.econbiz.de/10001202901
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Price transmission and information asymmetry in Bund futures markets : LIFFE vs. DTB
Gang, Shyy - In: The journal of futures markets 15 (1995) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001178112
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Macroeconomic news and the efficiency of international bond futures markets
Becker, Kent Gregory - In: The journal of futures markets 16 (1996) 2, pp. 131-145
Persistent link: https://www.econbiz.de/10001198885
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Price and volume effects of exchange-traded barrier options : evidence from Callable Bull/Bear Contracts
Lei, Adrian C. H. - In: The journal of futures markets 35 (2015) 11, pp. 1042-1066
Persistent link: https://www.econbiz.de/10011546215
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A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Draper, Paul R.; Fung, Joseph K. W. - In: The journal of futures markets 22 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001646594
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Hedging in futures and options markets with basis risk
Mahul, Olivier - In: The journal of futures markets 22 (2002) 1, pp. 59-72
Persistent link: https://www.econbiz.de/10001646595