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An empirical investigation of...
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Veld, Chris H.
98
Veld, Chris
85
Roon, Frans de
60
de Roon, Frans
34
Veld- Merkoulova, Yulia
27
Nijman, Theodore E.
24
Horst, Jenke R. ter
22
Dutordoir, Marie
18
Loncarski, Igor
16
Szymanowska, Marta
16
Zabolotnyuk, Yuriy
16
Dong, Ming
13
Roon, Frans A. de
13
Eiling, Esther
12
Werker, Bas J. M.
12
de Jong, Abe
10
Nijman, Theo E.
9
Veld, C.
9
Verwijmeren, Patrick
9
ter Horst, Jenke
9
Veld-Merkoulova, Yulia V.
8
Gerard, Bruno
7
Horst, Jenke ter
7
Jong, Abe de
7
Jong, Frank de
7
Chaudhry, Neeru
6
de Roon, Frans A.
6
Duca, Eric
5
Gérard, Bruno
5
Karehnke, Paul
5
Poitras, Geoffrey
5
Roon, Frans De
5
Shemesh, Joshua
5
Wang, Qing
5
Au Yong, Hue Hwa
4
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4
Eun, Cheol S.
4
Hillion, Pierre
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Discussion paper / Center for Economic Research, Tilburg University
26
The journal of futures markets
13
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11
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6
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6
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ECONIS (ZBW)
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1
Hedging pressure effects in futures markets
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1437-1456
Persistent link: https://www.econbiz.de/10001497632
Saved in:
2
A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jun
- In:
The European journal of finance
4
(
1998
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001439497
Saved in:
3
An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de
;
Roon, Frans de
;
Veld, Chris H.
-
1995
Persistent link: https://www.econbiz.de/10000926875
Saved in:
4
An empirical investigation of the factors that determine the pricing of Dutch index warrants
Roon, Frans de
;
Veld, Chris H.
-
1994
Persistent link: https://www.econbiz.de/10000904768
Saved in:
5
Announcement effects of convertible bond loans versus warrent-bond loans : an empirical analysis for the Dutch market
Roon, Frans de
;
Veld, Chris H.
-
1995
Persistent link: https://www.econbiz.de/10000904875
Saved in:
6
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
7
Analyzing specification errors in models for futures risk premia with hedging pressure
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000975669
Saved in:
8
Pricing term structure risk in futures markets
Nijman, Theodore E.
;
Roon, Frans de
;
Veld, Chris H.
-
1996
Persistent link: https://www.econbiz.de/10000944055
Saved in:
9
A study on the efficiency of the market for Dutch long term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jason
-
1996
Persistent link: https://www.econbiz.de/10000934590
Saved in:
10
Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
Jong, Abe de
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 817-837
Persistent link: https://www.econbiz.de/10001228460
Saved in:
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