![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 "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
FTSE MIB Futures - Investing.com
Full article: The Mib30 index and futures relationship: econometric analysis and implications for hedging
Solved 14. You hold one long corn futures contract that | Chegg.com
Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immedia
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PDF) Speed of Adjustment and Infraday/Intraday Volatility in the Italian Stock and Futures Markets
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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](https://d3i71xaburhd42.cloudfront.net/33b92b517e846105f204bbaae82bd7efcbf92630/6-Figure2-1.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) 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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FTSE MIB Futures - Investing.com
FTSE MIB Futures - Investing.com
The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange - ScienceDirect
ECONOMIC RESEARCH
![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
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
