INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil | SpringerLink
MIB 30 - Integrated Report by MIB Trieste School of Management - Issuu
Full article: The Mib30 index and futures relationship: econometric analysis and implications for hedging
Taylor's * U statistics and trend parameters for the asset index series... | Download Table
FTSE MIB Futures - Investing.com
PDF) Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil | SpringerLink
Does the Index Futures Destabilize the Underlying Spot Market? Some evidence from Frensh stock exchange
Long/Short Strategies: macro arbitrage - ppt download
INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
FTSE MIB Futures - Investing.com
FTSE MIB Futures - Investing.com
The Milan Stock Exchange Index MIB30: weekly quotations in the years... | Download Scientific Diagram
The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange - ScienceDirect
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil | SpringerLink
PDF) THE IMPACT OF EQUITY INDEX FUTURES TRADING ON THE UNDERLYING INDEX VOLATILITY: EVIDENCE FOR THE ISE-30 STOCK INDEX FUTURES CONTRACT | Hakan Er, kokou Adalessossı, and Wissam Al-Masri - Academia.edu
![PDF] Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/33b92b517e846105f204bbaae82bd7efcbf92630/5-Table1-1.png "PDF] Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration | Semantic Scholar")
PDF] Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration | Semantic Scholar
![PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/50478ea0a3538fed1f158f6be2bee2b6f853f60f/34-Table3-1.png "PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar")