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Calendar anomalies in cash and stock index futures : international evidence

Floros, Christos; Salvador, Enrique - In: Economic modelling 37 (2014), pp. 216-223

Persistent link: https://www.econbiz.de/10010417707

Volatility, trading volume and open interest in futures markets

Floros, Christos; Salvador, Enrique - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 629-653

Persistent link: https://www.econbiz.de/10011627130

On the stationarity of futures hedge ratios

Degiannakis, Stavros; Floros, Christos; Salvador, Enrique; … - In: Operational research : an international journal 22 (2022) 3, pp. 2281-2303

Persistent link: https://www.econbiz.de/10013443633

Contingent Claims and Hedging of Credit Risk with Equity Options

Avino, Davide E. - 2019

We introduce a novel methodology to hedge changes in the market values of credit exposures using equity put options. Our new hedge ratios are derived from the application of contingent-claims valuation and are fundamentally different from existing hedging methods aimed at neutralizing the loss...

Persistent link: https://www.econbiz.de/10012899240

Contingent claims and hedging of credit risk with equity options

Avino, Davide E.; Salvador, Enrique - In: Review of asset pricing studies : RAPS 14 (2024) 2, pp. 310-348

Persistent link: https://www.econbiz.de/10015046144

Price and open interest in Greek stock index futures market

Floros, Christos - In: Journal of emerging market finance 6 (2007) 2, pp. 191-202

Persistent link: https://www.econbiz.de/10003567659

A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets

Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196

Persistent link: https://www.econbiz.de/10010514019

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538

Simplified option pricing techniques

Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012015473

Futures hedging with stochastic volatility : a new method

Alghalith, Moawia; Floros, Christos - In: International journal of computational economics and … 10 (2020) 2, pp. 203-207

Persistent link: https://www.econbiz.de/10012226719