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Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng - In: The journal of futures markets 36 (2016) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
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Option-implied preference with model uncertainty
Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob - In: The journal of futures markets 34 (2014) 6, pp. 498-515
Persistent link: https://www.econbiz.de/10010371415
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The sensitivity of interest rate options to monetary policy decisions : a regime-shift pricing approach
Ferland, René; Gauthier, Geneviève; Lalancette, Simon - In: The journal of futures markets 36 (2016) 1, pp. 66-87
Persistent link: https://www.econbiz.de/10011567568
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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
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Returns to storage in coffee and cocoa futures markets
Thompson, Sarahelen Remington - In: The journal of futures markets 6 (1986) 4, pp. 541-564
Persistent link: https://www.econbiz.de/10001135352
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Testing the rationality of futures prices for selected LDC agricultural exports
Rajaraman, Indira - In: The journal of futures markets 6 (1986) 4, pp. 523-540
Persistent link: https://www.econbiz.de/10001135353
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International trading - nontrading time effects on risk estimation in futures markets
Hill, Joanne M. - In: The journal of futures markets 10 (1990) 4, pp. 407-423
Persistent link: https://www.econbiz.de/10001128007
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Did option traders anticipate the crash? : Evidence from volatility smiles in the UK with US comparisons
Gemmill, Gordon - In: The journal of futures markets 16 (1996) 8, pp. 881-897
Persistent link: https://www.econbiz.de/10001209795
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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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Macroeconomic news and the efficiency of international bond futures markets
Becker, Kent Gregory - In: The journal of futures markets 16 (1996) 2, pp. 131-145
Persistent link: https://www.econbiz.de/10001198885