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~subject:"Derivat"
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Derivat
Indien
124,927
India
104,868
Volatility
43,777
Volatilität
43,515
Theorie
21,336
Theory
20,999
Derivative
14,892
Börsenkurs
12,578
Share price
12,419
ARCH-Modell
11,691
ARCH model
11,510
Schätzung
11,296
Estimation
11,045
Welt
8,853
Kapitaleinkommen
8,748
World
8,736
Capital income
8,713
Optionspreistheorie
8,558
Option pricing theory
8,459
USA
7,896
United States
7,606
Aktienmarkt
7,602
Stock market
7,529
China
6,855
Optionsgeschäft
6,629
Wirtschaftswachstum
6,464
Option trading
6,423
Economic growth
6,134
Wechselkurs
5,768
Exchange rate
5,670
Portfolio-Management
5,431
Portfolio selection
5,413
Prognoseverfahren
5,208
Stochastischer Prozess
5,178
Forecasting model
5,146
Stochastic process
5,110
Zeitreihenanalyse
5,078
Risk
5,033
Time series analysis
4,980
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Free
4,037
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2,562
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145
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7,967
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6,913
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50
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Sammelwerk
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Bibliography included
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Glossar enthalten
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Fabozzi, Frank J.
76
Hull, John
56
Lien, Da-hsiang Donald
54
Benth, Fred Espen
44
Jarrow, Robert A.
43
Broll, Udo
39
Härdle, Wolfgang
38
Leung, Tim
34
Brigo, Damiano
29
Gouriéroux, Christian
28
Acharya, Viral V.
27
Kit, Pong Wong
27
Joshi, Mark S.
26
Madan, Dilip B.
26
Platen, Eckhard
26
Shiller, Robert J.
26
Carr, Peter
25
Guirguis, Michel
25
White, Alan
25
Chance, Don M.
24
Kolb, Robert W.
24
Ryu, Doojin
24
Subrahmanyam, Marti G.
24
Webb, Robert I.
24
Wolfers, Justin
24
Irwin, Scott H.
23
Kavussanos, Manolis G.
23
Lee, Cheng F.
23
Perrakis, Stylianos
23
Whaley, Robert E.
23
McAleer, Michael
22
Prokopczuk, Marcel
21
Rudolph, Bernd
21
Stulz, René M.
21
Brooks, Robert
20
Duffie, Darrell
20
Frino, Alex
20
López Cabrera, Brenda
20
Wang, Xingchun
20
Chiarella, Carl
19
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National Bureau of Economic Research
69
Basel Committee on Banking Supervision
22
International Organization of Securities Commissions
13
European Commission / Joint Research Centre
10
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
9
OECD
8
European Central Bank
7
Bank für Internationalen Zahlungsausgleich
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Philippinen / National Census and Statistics Office
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
European Investment Bank
4
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Accounting Standards Board
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
De Gruyter Oldenbourg
3
Deutsche Terminbörse <Frankfurt, Main>
3
Edward Elgar Publishing
3
European Commission / Directorate-General for Communications Networks, Content and Technology
3
Europäische Kommission
3
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Published in...
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The journal of futures markets
427
Journal of banking & finance
191
International journal of theoretical and applied finance
184
Energy economics
117
Applied mathematical finance
84
Finance research letters
84
The journal of finance : the journal of the American Finance Association
83
Journal of financial economics
82
Quantitative finance
80
The journal of derivatives : the official publication of the International Association of Financial Engineers
75
Review of derivatives research
71
NBER working paper series
67
European journal of operational research : EJOR
66
International review of financial analysis
65
The European journal of finance
64
Working paper / National Bureau of Economic Research, Inc.
64
Applied financial economics
62
Journal of financial and quantitative analysis : JFQA
61
SpringerLink / Bücher
60
Finance and stochastics
56
International review of economics & finance : IREF
56
NBER Working Paper
55
Advances in futures and options research : a research annual
52
The journal of computational finance
52
The journal of fixed income
51
Die Bank
49
Risks : open access journal
49
The North American journal of economics and finance : a journal of financial economics studies
48
Applied economics
47
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
Applied economics letters
45
Journal of economic dynamics & control
44
Working paper
44
Economics letters
43
Journal of risk and financial management : JRFM
42
Economic modelling
41
Journal of mathematical finance
40
Computational economics
39
The journal of business : B
39
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Source
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ECONIS (ZBW)
14,881
EconStor
39
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
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1
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10
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14,930
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date (oldest first)
1
Do futures and options trading increase spot market
volatility
in
India
? : the case of S&P CNX Nifty
Srinivasan, Palamalai
- In:
International journal of business performance and …
2
(
2010
)
2
,
pp. 134-145
Persistent link: https://www.econbiz.de/10009507588
Saved in:
2
Impacts of
derivative
markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
3
The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li
;
Chen, Mei-ling
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 371-394
Persistent link: https://www.econbiz.de/10003600297
Saved in:
4
Volatility
-volume causality across single stock spot-futures markets in
India
Jain, Anshul
;
Biswal, Pratap Chandra
;
Ghosh, Sajal
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3228-3243
Persistent link: https://www.econbiz.de/10011617173
Saved in:
5
Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Kumar, Atul
;
Raman, T. V.
;
Rastogi, Sanjay
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
Saved in:
6
Shifts in
volatility
altering nature of derivatives : new evidences from National Stock Exchange (NSE) of
India
Kannan, K.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
4
,
pp. 1001-1022
Persistent link: https://www.econbiz.de/10015187594
Saved in:
7
Impact of individual stock derivatives introduction in
India
on its underlying spot market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
8
Spot market and
derivative
segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
9
Futures trading and commodity spot market
volatility
: empirical evidence on selected commodities in Indian market
Parsa, Masoud
;
Mallikarjunappa, T.
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10010492584
Saved in:
10
Bullion futures effect on spot prices in
India
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of business excellence
14
(
2018
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10011954124
Saved in:
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