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The impact of macroeconomic surprises on spot and forward foreign exchange markets

Simpson, Marc W.; Ramchander, Sanjay; Chaudhry, Mukesh - In: Journal of international money and finance 24 (2005) 5, pp. 693-718

Persistent link: https://www.econbiz.de/10002972486

Return dynamics and trading strategy in alternative trading systems

Black, Jeffrey R.; Miao, Hong; Ramchander, Sanjay - In: The journal of trading 7 (2012) 3, pp. 52-65

Persistent link: https://www.econbiz.de/10009670679

Volatility transmission across currencies and commodities with US uncertainty measures

Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83

Persistent link: https://www.econbiz.de/10011672897

Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions

Simpson, Marc W.; Ramchander, Sanjay - In: Applied financial economics 22 (2012) 4/6, pp. 285-298

Persistent link: https://www.econbiz.de/10009581407

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Miao, Hong - 2018

This study examines the influence of macroeconomic news on price discontinuities in the S&P 500 index futures. Results document a strong association between macro news and price jumps. Over three‐fourths of the price jumps between 8:30 am and 8:35 am and over three‐fifths of the jumps...

Persistent link: https://www.econbiz.de/10012940385

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Miao, Hong - 2018

Persistent link: https://www.econbiz.de/10012940393

Insurer surplus duration and market value revisited

Staking, Kim B. - In: The journal of risk and insurance : the journal of the … 64 (1997) 4, pp. 739-743

Persistent link: https://www.econbiz.de/10001239113

The relation between capital structure, interest rate sensitivity, and market value in the property-liability insurance industry

Staking, Kim B. - In: The journal of risk and insurance : the journal of the … 62 (1995) 4, pp. 690-718

Persistent link: https://www.econbiz.de/10001200226

Comparing mean reverting versus pure diffusion interest rate processes in valuing postponement options

Spahr, Ronald W.; Schwebach, Robert G. - In: The quarterly review of economics and finance : journal … 38 (1998) Special issue, pp. 579-598

Persistent link: https://www.econbiz.de/10001473113