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~isPartOf:"The journal of futures markets"
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78
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78
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Zhang, Jin E.
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The journal of futures markets
MPRA Paper
2,268
IZA Discussion Papers
938
NBER working paper series
889
CESifo Working Paper
816
Working paper / National Bureau of Economic Research, Inc.
816
Energy economics
793
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733
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723
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719
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702
Working Paper
660
ECB Working Paper
646
Finance research letters
646
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641
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637
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628
Journal of econometrics
628
CEPR Discussion Papers
613
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555
Applied economics letters
546
Economics letters
535
International review of economics & finance : IREF
517
International review of financial analysis
511
IZA Discussion Paper
508
Journal of international money and finance
493
Journal of banking & finance
474
NBER Working Papers
467
IMF Working Paper
466
IMF Working Papers
458
Research in international business and finance
435
Discussion paper / Tinbergen Institute
432
The North American journal of economics and finance : a journal of financial economics studies
400
Discussion paper / Centre for Economic Policy Research
387
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
354
Working paper series / European Central Bank
346
Journal of international financial markets, institutions & money
345
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ECONIS (ZBW)
366
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1
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366
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1
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
2
The bias in time series
volatility
forecasts
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
Saved in:
3
Does index futures trading reduce
volatility
in the Chinese stock market? : a panel data evaluation approach
Chen, Haiqiang
;
Han, Qian
;
Li, Yingxing
- In:
The journal of futures markets
33
(
2013
)
12
,
pp. 1167-1190
Persistent link: https://www.econbiz.de/10010209075
Saved in:
4
Trading activity in stock index futures markets : the evidence of emerging markets
Huang, Yu Chuan
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 983-1003
Persistent link: https://www.econbiz.de/10001696769
Saved in:
5
Harvesting the
volatility
smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
Assessing the asymmetric
volatility
linkages of energy and agricultural commodity futures during low and high
volatility
regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
7
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
8
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian
;
Mursajew, Olga
;
Rösch, Daniel
; …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
Saved in:
9
Option features and price discovery in convertible bonds
Jin, Liwei
;
Yuan, Xianghui
;
Li, Peiran
;
Xu, Hailun
; …
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 384-403
Persistent link: https://www.econbiz.de/10014293106
Saved in:
10
Using derivatives in major currencies for cross-hedging currency risks in Asian emerging markets
Aggarwal, Raj
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 781-796
Persistent link: https://www.econbiz.de/10001228469
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