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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
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Looking for contagion in currency futures markets
Tai, Chu-sheng - In: The journal of futures markets 23 (2003) 10, pp. 957-988
Persistent link: https://www.econbiz.de/10001789597
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Interdependencies between agricultural commodity futures prices on the LIFFE
Dawson, Philip J.; White, Ben - In: The journal of futures markets 22 (2002) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10001646623
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Forecasting futures trading volume using neural networks
Kaastra, Iebeling - In: The journal of futures markets 15 (1995) 8, pp. 953-970
Persistent link: https://www.econbiz.de/10001190829
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Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos - In: The journal of futures markets 18 (1998) 7, pp. 803-825
Persistent link: https://www.econbiz.de/10001249187
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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S. - In: The journal of futures markets 16 (1996) 2, pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
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The effect of multiple listings on the bid-ask spread in option markets : the case of Montreal Exchange
Khoury, Nabil T.; Fischer, Klaus P. - In: The journal of futures markets 22 (2002) 10, pp. 939-957
Persistent link: https://www.econbiz.de/10001696753
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A. - In: The journal of futures markets 31 (2011) 7, pp. 599-628
Persistent link: https://www.econbiz.de/10009009215