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subject:"United States"
subject:"Wechselkurs"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Großbritannien"
~subject:"Interest rate derivative"
~subject:"Kointegration"
~subject:"Monetary policy"
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United States
Wechselkurs
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Interest rate derivative
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United Kingdom
92
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29
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29
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Ap Gwilym, Owain
5
Heaney, Richard A.
4
Tse, Yiuman
4
McMillan, David G.
3
Sarno, Lucio
3
Speight, Alan E. H.
3
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2
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1
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1
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1
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The journal of futures markets
Discussion paper series / IZA
950
The economic journal : the journal of the Royal Economic Society
663
Discussion paper / Centre for Economic Policy Research
626
IZA Discussion Paper
599
Applied economics
579
NBER working paper series
572
Working paper / National Bureau of Economic Research, Inc.
515
NBER Working Paper
492
Discussion paper
428
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327
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316
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280
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275
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267
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ECONIS (ZBW)
92
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1
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
2
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
3
Momentum in international commodity futures markets
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
Saved in:
4
The joint credit risk of UK global-systemically important banks
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 964-988
Persistent link: https://www.econbiz.de/10011950920
Saved in:
5
The informativeness of trades and quotes in the FTSE 100 index futures market
Frijns, Bart
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10011348464
Saved in:
6
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:
7
Trading activity in options and stock around price-sensitive news announcements
Mazouz, Khelifa
;
Wu, Yuliang
;
Yin, Shuxing
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1173-1194
Persistent link: https://www.econbiz.de/10011546246
Saved in:
8
Forward-looking monetary policy rules and option-implied interest rate expectations
Sihvonen, Jukka
;
Vähämaa, Sami
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 346-373
Persistent link: https://www.econbiz.de/10010355424
Saved in:
9
Fixing a leaky fixing : short-term market reactions to the London PM gold price fixing
Caminschi, Andrew
;
Heaney, Richard A.
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1003-1039
Persistent link: https://www.econbiz.de/10010508681
Saved in:
10
A no-arbitrage fractional cointegration model for futures and spot daily ranges
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 77-102
Persistent link: https://www.econbiz.de/10009699456
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