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Applied Financial Economics Volume 14, 2004 - Issue 11
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Original Articles

Manipulation of the Bund futures market

Sami Järvinen *
&
Jari Käppi
Pages 799-808 | Published online: 11 Oct 2011

Citations (7)

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Read on this site (2)

Ramzi Ben-Abdallah & Michèle Breton. (2017) History Is Repeating Itself: Get Ready for a Long Dry Spell. Financial Analysts Journal 73:3, pages 106-130.
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Alejandro Balbás & Susana Reichardt. (2010) On the future contract quality option: a new look. Applied Financial Economics 20:15, pages 1217-1229.
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Articles from other publishers (5)

Ramzi Ben-Abdallah & Michèle Breton. (2016) To Squeeze or Not to Squeeze? That Is No Longer the Question. Journal of Futures Markets 36:7, pages 647-670.
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Richard A. Werner. (2014) Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy. Journal of International Money and Finance 49, pages 443-469.
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Jukka Sihvonen. (2007) The Impact of Futures Trading on the Spot Price of German Government Bonds: Price Implications of the Delivery Basket. SSRN Electronic Journal.
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Sobhesh Kumar Agarwalla, Joshy Jacob & Jayanth Rama Varma. (2014) High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures. SSRN Electronic Journal.
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Jukka Sihvonen. (2008) The Cheapest-to-Deliver Premium in German Bund Prices. SSRN Electronic Journal.
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