2   Artículos

 
en línea
Oscar Carchano,Julio Lucia,Ángel Pardo     Pág. 397 - 407
In this paper, we study the relationship between trading-related variables and volatility in futures markets, from a new unifying perspective, which is based on the separation of open and closed positions. Volatility in stock index futures markets (Stand... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Oscar Carchano,Vicente Medina,Angel Pardo     Pág. 669 - 676
ABSTRACT: This study discusses how to roll over European Union Allowances (EUAs) and Certified Emissions Reduction (CERs) futures contracts with different maturities. The aim is to elucidate whether or not the choice of rollover date is important when co... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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