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Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
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Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.; Diesteldorf, Jeanne; Salm, Christian; … - In: The journal of futures markets 36 (2016) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
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Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G. - In: The journal of futures markets 21 (2001) 1, pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
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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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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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Momentum in international commodity futures markets
Kang, Jangkoo; Kwon, Kyungyoon - In: The journal of futures markets 37 (2017) 8, pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
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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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Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka; Nikkinen, Jussi; Äijö, Janne - In: The journal of futures markets 35 (2015) 11, pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
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Risk-return relationships in foreign-currency futures following macroeconomic announcements
Han, Li-ming; Ozocak, Onem - In: The journal of futures markets 22 (2002) 8, pp. 729-764
Persistent link: https://www.econbiz.de/10001696670
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An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.; Quek, Jinwei - In: The journal of futures markets 19 (1999) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001377130