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Veld, Chris H.
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Roon, Frans de
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31
de Roon, Frans
28
Veld- Merkoulova, Yulia
27
Nijman, Theodore E.
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9
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ter Horst, Jenke
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Shemesh, Joshua
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1
Hedging pressure effects in futures markets
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1437-1456
Persistent link: https://www.econbiz.de/10001497632
Saved in:
2
A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jun
- In:
The European journal of finance
4
(
1998
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001439497
Saved in:
3
An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de
;
Roon, Frans de
;
Veld, Chris H.
-
1995
Persistent link: https://www.econbiz.de/10000926875
Saved in:
4
An empirical investigation of the factors that determine the pricing of Dutch index warrants
Roon, Frans de
;
Veld, Chris H.
-
1994
Persistent link: https://www.econbiz.de/10000904768
Saved in:
5
Announcement effects of convertible bond loans versus warrent-bond loans : an empirical analysis for the Dutch market
Roon, Frans de
;
Veld, Chris H.
-
1995
Persistent link: https://www.econbiz.de/10000904875
Saved in:
6
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
7
Analyzing specification errors in models for futures risk premia with hedging pressure
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000975669
Saved in:
8
Pricing term structure risk in futures markets
Nijman, Theodore E.
;
Roon, Frans de
;
Veld, Chris H.
-
1996
Persistent link: https://www.econbiz.de/10000944055
Saved in:
9
A study on the efficiency of the market for Dutch long term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jason
-
1996
Persistent link: https://www.econbiz.de/10000934590
Saved in:
10
Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
Jong, Abe de
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 817-837
Persistent link: https://www.econbiz.de/10001228460
Saved in:
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