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The distribution of gold futures spreads
Poitras, Geoffrey - In: The journal of futures markets 10 (1990) 6, pp. 643-659
Persistent link: https://www.econbiz.de/10001095873
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Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression
Elam, Emmett - In: The journal of futures markets 11 (1991) 3, pp. 371-384
Persistent link: https://www.econbiz.de/10001104840
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Who sets the price of gold? London or New York
Hauptfleisch, Martin; Putniņš, Tālis J.; Lucey, Brian M. - In: The journal of futures markets 36 (2016) 6, pp. 564-586
Persistent link: https://www.econbiz.de/10011568455
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Equity option implied probability of default and equity recovery rate
Chang, Bo Young; Orosi, Greg - In: The journal of futures markets 37 (2017) 6, pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
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Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo; Webb, Alexander - In: The journal of futures markets 42 (2022) 3, pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
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Market microstructure effects on volatility at the TAIFEX
Webb, Robert I.; Muthuswamy, Jayaram; Segara, Reuben - In: The journal of futures markets 27 (2007) 12, pp. 1219-1243
Persistent link: https://www.econbiz.de/10003627207
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Hedging and risk aversion in the foreign currency market
Hammer, Jerry A. - In: The journal of futures markets 8 (1988) 6, pp. 657-686
Persistent link: https://www.econbiz.de/10001134532
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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
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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
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Do S&P 500 index options violate the martingale restriction?
Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 19 (1999) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10001410411