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Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices
Badshah, Ihsan Ullah; Frijns, Bart; Tourani Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572
Persistent link: https://www.econbiz.de/10009756565
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Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: The journal of futures markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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The predictive power of implied stochastic variance from currency options
Guo, Dajiang - In: The journal of futures markets 16 (1996) 8, pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
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Currency carry trades : the role of macroeconomic news and futures market speculation
Kim, Suk-Joong - In: The journal of futures markets 36 (2016) 11, pp. 1076-1107
Persistent link: https://www.econbiz.de/10011569016
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Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
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Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi; Xie, Jinming - In: The journal of futures markets 43 (2023) 4, pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
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The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald; Li, Yang - In: The journal of futures markets 30 (2010) 7, pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
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Long memory and structural breaks in commodity futures markets
Coakley, Jerry; Wang, Jian; Kellard, Neil - In: The journal of futures markets 31 (2011) 11, pp. 1076-1113
Persistent link: https://www.econbiz.de/10009355739
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Structurally sound dynamic index futures hedging
Kofman, Paul; McGlenchy, Patrick - In: The journal of futures markets 25 (2005) 12, pp. 1173-1202
Persistent link: https://www.econbiz.de/10003244363
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Does clean energy matter? : revisiting the spillovers between energy and foreign exchange markets
Liu, Yang; Qiao, Tongshuai; Han, Liyan - In: The journal of futures markets 42 (2022) 11, pp. 2068-2083
Persistent link: https://www.econbiz.de/10013465867