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Maturity effects in the Mexican interest rate futures market
Gurrola, Pedro; Herrerías, Renata - In: The journal of futures markets 31 (2011) 4, pp. 371-393
Persistent link: https://www.econbiz.de/10008908357
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A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
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An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Interdealer inference and price discovery
Huang, Tzu-man; Locke, Peter R. - In: The journal of futures markets 28 (2008) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
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Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To - In: The journal of futures markets 28 (2008) 2, pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
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The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
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Realized volatility and correlation in energy futures markets
Wang, T'ao; Wu, Jingtao; Yang, Jian - In: The journal of futures markets 28 (2008) 10, pp. 993-1011
Persistent link: https://www.econbiz.de/10003769949
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The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean; Doran, James S.; Peterson, David R. - In: The journal of futures markets 28 (2008) 11, pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957