Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis

Journal of Business Finance &amp Accounting ◽

10.1111/1468-5957.05409 ◽

2003 ◽

Vol 30 (5-6) ◽

pp. 645-667 ◽

Author(s):

Antonios Antoniou ◽

Gioia Pescetto ◽

Antonis Violaris

Keyword(s):

Multivariate Analysis ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Eu Countries ◽

International Price ◽

Price Relationships

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Modeling International Price Relationships and Interdependencies between EU Stock Index and Stock Index Futures Markets: A Multivariate Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.264591 ◽

2001 ◽

Author(s):

Gioia Maria Rita Pescetto ◽

Antonios Antoniou ◽

Antonis Violaris

Keyword(s):

Multivariate Analysis ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Price ◽

Price Relationships

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The International Price Transmission in Stock Index Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.433322 ◽

2003 ◽

Author(s):

Jian Yang ◽

David Bessler

Keyword(s):

Futures Markets ◽

Price Transmission ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Price

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Time-Varying Volatility in Canadian and U.S. Stock Index Futures Markets: A Multivariate Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.119688 ◽

1998 ◽

Author(s):

Lucy F. Ackert ◽

Marie D. Racine

Keyword(s):

Multivariate Analysis ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Time Varying ◽

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The International Price Transmission in Stock Index Futures Markets

Economic Inquiry ◽

10.1093/ei/cbh067 ◽

2004 ◽

Vol 42 (3) ◽

pp. 370-386 ◽

Author(s):

Jian Yang ◽

David A. Bessler

Keyword(s):

Futures Markets ◽

Price Transmission ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Price

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Information Transmission between China’s IH and SGX FTSE A50 Stock Index Futures Markets: The Role of Trading Restrictions

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2021.1917360 ◽

2021 ◽

pp. 1-12

Author(s):

Tian Wen ◽

Ping Li ◽

Yunbi an

Keyword(s):

Information Transmission ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Trading Restrictions

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International price discovery in Finnish stock index futures and cash markets

Journal of Banking & Finance ◽

10.1016/0378-4266(94)00023-9 ◽

1994 ◽

Vol 18 (5) ◽

pp. 809-822 ◽

Author(s):

Teppo Martikainen ◽

Vesa Puttonen

Keyword(s):

Price Discovery ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Price

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Mispricing in Stock Index Futures Markets – the Case of Greece

SSRN Electronic Journal ◽

10.2139/ssrn.1873949 ◽

2010 ◽

Author(s):

Athanasios Fassas

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

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The lead-lag relationship between equities and stock index futures markets around information releases

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(200005)20:5<467::aid-fut4>3.0.co;2-l ◽

2000 ◽

Vol 20 (5) ◽

pp. 467-487 ◽

Author(s):

Alex Frino ◽

Terry Walter ◽

Andrew West

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

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Cojumps in China's spot and stock index futures markets

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2015.10.002 ◽

2015 ◽

Vol 35 ◽

pp. 541-557 ◽

Author(s):

Hao Wang ◽

Mengqi Yue ◽

Hua Zhao

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

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Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Journal of Futures Markets ◽

10.1002/fut.3990150405 ◽

1995 ◽

Vol 15 (4) ◽

pp. 457-488 ◽

Author(s):

Abhay H. Abhyankar

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

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