Narrow search
Showing 1 - 10 of 212
Cover Image
Interbank payments and the daily federal funds rate
Furfine, Craig H. - 1998
Persistent link: https://www.econbiz.de/10000990237
Cover Image
An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Cover Image
Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
Cover Image
Harvest contract price volatility for cotton
Hudson, Darren; Coble, Keith - In: The journal of futures markets 19 (1999) 6, pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
Cover Image
Common volatility and volatility spillovers between US and Eurodollar interest rates : evidence from the futures market
Tse, Yiuman - In: Journal of economics & business 48 (1996) 3, pp. 299-312
Persistent link: https://www.econbiz.de/10001334620
Cover Image
Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin; Smith, Kenneth L. - In: The journal of futures markets 19 (1999) 1, pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
Cover Image
Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
Cover Image
Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - In: The review of economics and statistics 81 (1999) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
Cover Image
The predictive failure of the Baba, Hendry and Starr model of M1
Hess, Gregory D.; Jones, Christopher S.; Porter, Richard D. - In: Journal of economics & business 50 (1998) 6, pp. 477-507
Persistent link: https://www.econbiz.de/10001369031
Cover Image
Optimal margin level in futures markets : extreme price movements
Longin, François M. - In: The journal of futures markets 19 (1999) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001369624