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Trade dificit announcements and exchange rate volatility : evidence from the spot and futures markets
Sultan, Jahangir - In: The journal of futures markets 14 (1994) 4, pp. 379-404
Persistent link: https://www.econbiz.de/10001169793
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A note on estimating the minimum extended Gini hedge ratio
Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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Information and volatility in futures and spot markets : the case of the Japanese yen
Chatrath, Arjun - In: The journal of futures markets 18 (1998) 2, pp. 201-223
Persistent link: https://www.econbiz.de/10001239192
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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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The dual listing of stock index futures : arbitrage, spread arbitrage, and currency risk
Board, John L. G. - In: The journal of futures markets 16 (1996) 1, pp. 29-54
Persistent link: https://www.econbiz.de/10001193438
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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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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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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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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