INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
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The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange - ScienceDirect
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PDF) Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection
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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
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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil | SpringerLink
INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
![I futures (Mib30) fanno parte delle operazioni delegate sul deposito titoli. - Diritto del risparmio I futures (Mib30) fanno parte delle operazioni delegate sul deposito titoli. - Diritto del risparmio](https://www.dirittodelrisparmio.it/wp-content/uploads/2019/03/dirittodelrisparmio-mercatifinanziari.jpg)
I futures (Mib30) fanno parte delle operazioni delegate sul deposito titoli. - Diritto del risparmio
INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
![PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | 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-Table2-1.png)
PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar
INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY: AN EMPIRICAL ANALYSIS OF THE ITALIAN STOCK EXCHANGE
![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](https://d3i71xaburhd42.cloudfront.net/33b92b517e846105f204bbaae82bd7efcbf92630/7-Figure3-1.png)
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 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/35-Table7-1.png)