Similar Search Results

Prudent margin levels in the Finnish stock index futures market

Booth, G. Geoffrey (contributor) - 1995

Persistent link: https://www.econbiz.de/10000913891

Common volatility in major stock index futures markets

Booth, G. Geoffrey; Chowdhury, Mustafa; Tse, Yiuman - 1995

Persistent link: https://www.econbiz.de/10000921825

An examination of intraday common volatility in the German index derivatives markets

So, Raymond W. - In: Journal of multinational financial management 7 (1997) 4, pp. 305-316

Persistent link: https://www.econbiz.de/10001242392

International linkages in Nikkei stock index futures markets

Booth, G. Geoffrey - In: Pacific-Basin finance journal 4 (1996) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10001204433

Price discovery in the German equity index derivatives markets

Booth, G. Geoffrey; So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 19 (1999) 6, pp. 619-643

Persistent link: https://www.econbiz.de/10001410389

Intraday volatility spillovers in the German equity index derivatives markets

Booth, G. Geoffrey; So, Raymond W. - In: Applied financial economics 13 (2003) 7, pp. 487-494

Persistent link: https://www.econbiz.de/10001770769

The international lead-lag effect between market returns : comparison of stock index futures and cash markets

Booth, G. Geoffrey - In: Journal of international financial markets, … 3 (1993) 2, pp. 59-71

Persistent link: https://www.econbiz.de/10001174456

Intraday Volatility in International Stock Index Futures Markets : Meteor Showers or Heat Waves?

Booth, G. Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo - 2022

The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988-1994 is investigated in this paper. The empirical results based on extreme-value estimators and vector autoregression indicate the...

Persistent link: https://www.econbiz.de/10013309647