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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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Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
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Stock index futures listing and structural change in time-varying volatility
Yi, Sang-bin - In: The journal of futures markets 12 (1992) 5, pp. 493-509
Persistent link: https://www.econbiz.de/10001129996
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The linkage between the options and credit default swap markets during the subprime mortgage crisis
Kim, Tong Suk; Park, Yuen Jung; Noh, Jaesun - In: The journal of futures markets 33 (2013) 6, pp. 518-554
Persistent link: https://www.econbiz.de/10009756568
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COVID-19 and tail risk contagion across commodity futures markets
Qiao, Tongshuai; Han, Liyan - In: The journal of futures markets 43 (2023) 2, pp. 242-272
Persistent link: https://www.econbiz.de/10014293014
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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How important is a non-default factor for CDS valuation?
Guo, Biao; Han, Qian; Lee, Jaeram; Ryu, Doojin - In: The journal of futures markets 35 (2015) 11, pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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Contagion or flight-to-quality? : the linkage between oil price and the US dollar based on the local Gaussian approach
Ming, Lei; Shen, Yao; Yang, Shenggang; Dong, Minyi - In: The journal of futures markets 42 (2022) 4, pp. 722-750
Persistent link: https://www.econbiz.de/10013187583
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Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong; Wang, Zijun; Yang, Jian - In: The journal of futures markets 36 (2016) 7, pp. 695-718
Persistent link: https://www.econbiz.de/10011568547