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~subject:"Index futures"
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Index futures
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Sim, Ah-boon
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Pham, Toan M.
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Zurbruegg, Ralf
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Asia-Pacific financial markets
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The performance of a stock index futures-based portfolio insurance scheme : Australian evidence
Loria, Simon
- In:
Review of futures markets
10
(
1993
)
3
,
pp. 438-457
Persistent link: https://www.econbiz.de/10001143661
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2
Intertemporal volatility and price interactions between Australian and Japanese spot and future stock index markets
Sim, Ah-boon
;
Zurbreugg, Ralf
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 523-540
Persistent link: https://www.econbiz.de/10001410418
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3
Dynamic hedging effectiveness in South Korean index futures and the impact of the Asian financial crisis
Sim, Ah-boon
;
Zurbruegg, Ralf
- In:
Asia-Pacific financial markets
8
(
2001
)
3
,
pp. 237-258
Persistent link: https://www.econbiz.de/10001705773
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