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isPartOf:"The journal of futures markets"
type:"article"
~isPartOf:"Global finance journal"
~subject:"ARCH model"
~subject:"Volatility"
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Großbritannien
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McMillan, David G.
2
Speight, Alan E. H.
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Abhyankar, Abhay
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The journal of futures markets
Global finance journal
Applied financial economics
24
The European journal of finance
18
International review of financial analysis
17
Journal of international financial markets, institutions & money
16
Applied economics
13
Journal of banking & finance
11
International review of economics & finance : IREF
10
International journal of finance & economics : IJFE
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Scottish journal of political economy : the journal of the Scottish Economic Society
8
The journal of real estate finance and economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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Forecasting volatility in the financial markets
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Journal of multinational financial management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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International Journal of Financial Studies : open access journal
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Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
21
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1
Stock market integration between the UK and the US : evidence over eight decades
Aladesanmi, Olalekan
;
Casalin, Fabrizio
;
Metcalf, Hugh
- In:
Global finance journal
41
(
2019
),
pp. 32-43
Persistent link: https://www.econbiz.de/10012257057
Saved in:
2
Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka
;
Nikkinen, Jussi
;
Äijö, Janne
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
Saved in:
3
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Saved in:
4
A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.
;
Stoja, Evarist
;
Tucker, Jon
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
Saved in:
5
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
6
Explaining volatility and serial correlation in opening and closing returns : a study of the FT-30 components
Chelley-Steeley, Patricia L.
- In:
Global finance journal
16
(
2005
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003081229
Saved in:
7
International transmission of stock exchange volatility : empirical evidence from the Asian crisis
Fernández Izquierdo, María Ángeles
;
Lafuente, Juan Angel
- In:
Global finance journal
15
(
2004
)
2
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002375082
Saved in:
8
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
Saved in:
9
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
10
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
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