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Publications by Elia Alfay

Evidence on the Arbitrage Efficiency of SPI Index Futures and Options Markets

Asia-Pacific Financial Markets

English

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Evolutionary Arbitrage for FTSE-100 Index Options and Futures

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The International Transmission of Arbitrage Information Across Futures Markets

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Three Essays on Commodity Futures and Options Markets

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Measuring the Functional Efficiency of Agricultural Futures Markets

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Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash

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Relation Between ISE 30 Index and ISE 30 Index Futures Markets: Evidence From Recursive and Rolling Cointegration

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Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective

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Volatility and Skewness Spillover Between Stock Index and Stock Index Futures Markets During a Crash Period: New Evidence From China

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Informational Dependency Between Spot and Futures Markets: Evidence From Turkish Foreign Exchange Markets

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