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Publications by M. D. Racine

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

Journal of Financial Research

English

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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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The Impact of Stock Index Futures on Spot Market Volatility

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Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

SSRN Electronic Journal

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Interlinkages Among Asian, European and the U.S Stock Markets: A Multivariate Cointegration Analysis

Journal of Economics and Behavioral Studies

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An Examination of the Relationship Between Stock Index Cash and Futures Markets: A Cointegration Approach

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Can We Explain the Dynamics of the UK FTSE 100 Stock and Stock Index Futures Markets?

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Multivariate Option Pricing With Time Varying Volatility and Correlations

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Taxes and the Pricing of Stock Index Futures

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Multivariate Option Pricing With Time Varying Volatility and Correlations

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