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Hautsch, Nikolaus
62
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44
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37
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26
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Allen, Franklin
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Stein, Jeremy C.
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Journal of empirical finance
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International review of financial analysis
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ECONIS (ZBW)
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1
Bewertung unbedingter börsenbehandelter Zins-Derivate und Analyse von Arbitrage-Gewinnmöglichkeiten mit Hilfe von Arbitrage-Signalen
Giegold, Uwe Alexander
-
2004
Persistent link: https://www.econbiz.de/10012874882
Saved in:
2
Derivative
Swiss franc interest rate instruments : pricing, market structure, market potential
Erni, Marcel
-
1992
Persistent link: https://www.econbiz.de/10000871069
Saved in:
3
Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R.
- In:
The journal of futures markets
8
(
1988
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
Saved in:
4
Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.
;
Prisman, Eliezer Zeev
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 298-317
Persistent link: https://www.econbiz.de/10010243641
Saved in:
5
Impact of macroeconomic news on metal futures
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10009411172
Saved in:
6
The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities
Neuhaus, Holger
-
2016
Persistent link: https://www.econbiz.de/10012990948
Saved in:
7
Derivative
Swiss franc interest rate instruments : pricing, market structure, market potential
Erni, Marcel
-
1992
Persistent link: https://www.econbiz.de/10013417891
Saved in:
8
Price discovery function of government bond futures : evidence from chinese 10-year treasury note markets
Zhu, Caibin
;
Wang, Yilin
;
Chen, Kai
- In:
The Chinese economy : translations and studies
58
(
2025
)
3
,
pp. 217-230
Persistent link: https://www.econbiz.de/10015374935
Saved in:
9
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001447119
Saved in:
10
The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
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