Oil and stock markets before and after financial crises a local Gaussian correlation approach

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Bampinas, Georgios (VerfasserIn)
Weitere Verfasser: Panagiōtidēs, Theodōros (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: December 2017
Schlagworte:
Ölmarkt > Aktienmarkt > Finanzkrise > Ölpreis > Börsenkurs > Korrelation > USA > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
VPIN, jump dynamics and inventory announcements in energy futures markets 2017 Bjursell, Johan
Macroeconomic conditions and credit default swap spread changes 2017 Kim, Tong Suk
The CDS-Bond basis arbitrage and the cross section of corporate bond returns 2017 Kim, Gi H.
A bivariate high-frequency-based volatility model for optimal futures hedging 2017 Lai, Yu-Sheng
Trading activity and rate of convergence in commodity futures markets 2017 Bosch, David
Informed trading in the options market and stock return predictability 2017 Han, Joongho
Forecasting the volatility of Nikkei 225 futures 2017 Asai, Manabu
Pricing vulnerable options with jump clustering 2017 Ma, Yong
Price discovery and foreign participation in Korea's government bond futures and cash markets 2017 Park, Cyn-Young
Cross-hedging ambiguous exchange rate risk 2017 Kit, Pong Wong
Trading the VIX futures roll and volatility premiums with VIX options 2017 Simon, David P.
The skewness implied in the Heston model and its application 2017 Zhang, Jin E.
Net buying pressure and option informed trading 2017 Chen, Chao-Chun
Volatility smile and one-month foreign currency volatility forecasts 2017 Wong, Alfred Huah-Syn
Do scheduled macroeconomic announcements influence energy price jumps? 2017 Kam Fong Chan
Option pricing with threshold mean reversion 2017 Chi, Zeyu
Correlation and lead-lag relationships in a Hawkes microstructure model 2017 Fonseca, José da
AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism 2017 Zheng, Zhenlong
Index futures trading restrictions and spot market quality : evidence from the recent Chinese stock market crash 2017 Han, Qian
Variance risk premiums of commodity ETFs 2017 Tee, Chyng Wen
Alle Artikel auflisten