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~subject:"Derivative"
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Derivative
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Chatrath, Arjun
6
Christie-David, Rohan
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Adrangi, Bahram
3
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Applied financial economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied economics letters
1
Finance India : the quarterly journal of Indian Institute of Finance
1
International journal of financial markets and derivatives
1
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ECONIS (ZBW)
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1
Price discovery in strategically-linked markets : the case of the gold-silver spread
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 227-234
Persistent link: https://www.econbiz.de/10001526274
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2
Futures expiration, contract switching, and price discovery
Chatrath, Arjun
;
Christie-David, Rohan
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10002210963
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3
Hedging price risk when no direct hedge vehicle exists : the case of silicon
Andrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 276-279
Persistent link: https://www.econbiz.de/10010413847
Saved in:
4
Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun
;
Christie-David, Rohan
;
Miao, Hong
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
Saved in:
5
Long-term structural price relationships in futures markets
Chaudhry, Mukesh
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 45-59
Persistent link: https://www.econbiz.de/10001242385
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6
Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
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7
Nonlinear dependence in palladium and platinum futures : some tests for chaos
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Finance India : the quarterly journal of Indian …
15
(
2001
)
3
,
pp. 865-883
Persistent link: https://www.econbiz.de/10001656339
Saved in:
8
Copulas and dependence structures : evidences from India's and Asian rubber futures markets
Maitra, Debasish
;
Dey, Kushankur
- In:
International journal of financial markets and derivatives
3
(
2014
)
4
,
pp. 322-357
Persistent link: https://www.econbiz.de/10010406902
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