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~isPartOf:"The journal of futures markets"
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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ECONIS (ZBW)
922
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1
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1
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:
2
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
3
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
4
Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 911-930
Persistent link: https://www.econbiz.de/10001443476
Saved in:
5
Volatility spillover effects and cross hedging in corn and crude oil futures
Wu, Feng
;
Guan, Zhengfei
;
Myers, Robert J.
- In:
The journal of futures markets
31
(
2011
)
11
,
pp. 1052-1075
Persistent link: https://www.econbiz.de/10009355742
Saved in:
6
Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.
;
Bierwag, Gerald O.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
Saved in:
7
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
Saved in:
8
Predicting spot exchange rates in a nonlinear
estimation
framework using futures prices
Parhizgari, Ali M.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
Saved in:
9
Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
Saved in:
10
Extracting market views from the price of options on futures
Martinez, Gregory M.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
Saved in:
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