Efficiency of the IBEX spot–futures basis: The impact of the mini-futures.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 4, p. 398, doi. 10.1002/fut.20308
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 4
Results: 5
1
2
Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 4, p. 376, doi. 10.1002/fut.20309
- By:
- Publication type:
- Article
3
Price discovery in the options markets: An application of put-call parity.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 4, p. 354, doi. 10.1002/fut.20302
- By:
- Publication type:
- Article
4
Information revelation in the futures market: Evidence from single stock futures.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 4, p. 335, doi. 10.1002/fut.20313
- By:
- Publication type:
- Article
5
Intraday volatility in the bond, foreign exchange, and stock index futures markets.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 4, p. 313, doi. 10.1002/fut.20315
- By:
- Publication type:
- Article