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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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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
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Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad; Elder, John - In: The journal of futures markets 44 (2024) 2, pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
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Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam; Kanjilal, Kakali; Ghosh, Sajal; Park, … - In: The journal of futures markets 43 (2023) 10, pp. 1450-1468
Persistent link: https://www.econbiz.de/10014339454
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Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: The journal of futures markets 35 (2015) 12, pp. 1103-1116
Persistent link: https://www.econbiz.de/10011546229
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Intraday volatility in interest rate and foreign exchange spot and futures markets
Crain, Susan J. - In: The journal of futures markets 15 (1995) 4, pp. 395-421
Persistent link: https://www.econbiz.de/10001185357
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The demand for warrants and issuer pricing strategies
Baule, Rainer; Blonski, Philip - In: The journal of futures markets 35 (2015) 12, pp. 1195-1219
Persistent link: https://www.econbiz.de/10011546250
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Time pro-rata matching : evidence of a change in LIFFE STIR futures
Aspris, Angelo; Foley, Sean; Harris, Drew; O'Neill, Peter - In: The journal of futures markets 35 (2015) 6, pp. 522-541
Persistent link: https://www.econbiz.de/10011405404
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A new scheme for static hedging of European derivatives under stochastic volatility models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 5, pp. 397-413
Persistent link: https://www.econbiz.de/10003827763
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Box-spread arbitrage efficiency of nifty index options : the Indian evidence
Vipul - In: The journal of futures markets 29 (2009) 6, pp. 544-562
Persistent link: https://www.econbiz.de/10003842868