Price dynamics among exchange rates, stock index, and treasury bonds in futures markets
Year of publication: |
1997
|
---|---|
Authors: | Najand, Mohammad |
Other Persons: | Yung, Kenneth (contributor) |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 4.1997, p. 65-76
|
Subject: | Währungsderivat | Currency derivative | Index-Futures | Index futures | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Volatilität | Volatility | USA | United States | 1983-1989 |
-
Sharpe-optimal volatility futures carry
Uhl, Björn, (2024)
-
Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R., (1988)
-
A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus, (2001)
- More ...
-
Inter‐currency transmission of volatility in Foreign exchange futures
Najand, Mohammad, (1992)
-
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad, (1994)
-
Inter-currency transmission of volatility in foreign exchange futures
Najand, Mohammad, (1992)
- More ...