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Announcement versus nonannouncement : a study of intraday transaction price paths of Deutsche Mark and Japanese Yen futures
Leng, Hsiaohua - In: The journal of futures markets 16 (1996) 7, pp. 829-857
Persistent link: https://www.econbiz.de/10001209514
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The early news catches the attention : on the relative price impact of similar economic indicators
Hess, Dieter; Niessen-Ruenzi, Alexandra - In: The journal of futures markets 30 (2010) 10, pp. 909-937
Persistent link: https://www.econbiz.de/10008900933
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Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin; Boyd, Milton - In: The journal of futures markets 18 (1998) 8, pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
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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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S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong; Ramchander, Sanjay; Zumwalt, J. Kenton - In: The journal of futures markets 34 (2014) 10, pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
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The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon; Kim, Changki; Hwang, Injun - In: The journal of futures markets 37 (2017) 6, pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
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Hedging under the influence of transaction costs : an empirical investigation on FTSE 100 index options
Gregoriou, Andros; Healy, Jerome; Ioannidis, Christos - In: The journal of futures markets 27 (2007) 5, pp. 471-494
Persistent link: https://www.econbiz.de/10003493098
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Multistep forecast of the implied volatility surface using deep learning
Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667
Persistent link: https://www.econbiz.de/10013187579
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Considering momentum spillover effects via graph neural network in option pricing
Wang, Yao; Zhao, Jingmei; Qing, Li; Wei, Xiangyu - In: The journal of futures markets 44 (2024) 6, pp. 1069-1094
Persistent link: https://www.econbiz.de/10014536719
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Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The journal of futures markets 35 (2015) 10, pp. 916-938
Persistent link: https://www.econbiz.de/10011392701