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~isPartOf:"The journal of futures markets"
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Volatility
360
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360
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138
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138
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84
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84
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73
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Zhang, Jin E.
9
Daigler, Robert T.
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4
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Hung, Mao-Wei
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Kim, Sol
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The journal of futures markets
NBER working paper series
1,195
Working paper / National Bureau of Economic Research, Inc.
1,142
NBER Working Paper
1,035
Energy economics
742
Applied economics
736
Finance research letters
691
Journal of international money and finance
672
IMF working papers
590
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571
International review of economics & finance : IREF
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Economic modelling
512
International review of financial analysis
495
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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259
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
229
International Journal of Energy Economics and Policy : IJEEP
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Journal of Asian economics
225
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224
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ECONIS (ZBW)
394
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394
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1
Is
volatility
risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
Saved in:
2
The performance of traders' rules in options market
Kim, Sol
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 999-1020
Persistent link: https://www.econbiz.de/10003900960
Saved in:
3
High frequency trading in the Korean index futures market
Lee, Eun Jung
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
Saved in:
4
Program trading and the link between the spot and futures prices
Jordan, Steven J.
;
Lee, Woo-Baik
;
Park, Jong Won
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1133-1153
Persistent link: https://www.econbiz.de/10011546237
Saved in:
5
Traders' strategic behavior in an index options market
Eom, Kyong Shik
;
Hahn, Sang Buhm
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 105-133
Persistent link: https://www.econbiz.de/10002535036
Saved in:
6
Futures trading, spot market
volatility
, and market efficiency : the case of the Korean index futures markets
Bae, Sung-chul
;
Know, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1195-1228
Persistent link: https://www.econbiz.de/10002428805
Saved in:
7
A further investigation of the lead-lag relationship between the spot market and stock index futures : early evidence from Korea
Min, Jae H.
;
Najand, Mohammad
- In:
The journal of futures markets
19
(
1999
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10001369637
Saved in:
8
Option market characteristics and price monotonicity violations
Yang, Heejin
;
Choi, Hyung-Suk
;
Ryu, Doojin
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 473-498
Persistent link: https://www.econbiz.de/10011950721
Saved in:
9
Contemporaneous spill-over among equity, gold, and exchange rate implied
volatility
indices
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 555-572
Persistent link: https://www.econbiz.de/10009756565
Saved in:
10
Examining the return-
volatility
relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.
;
Hibbert, Ann Marie
;
Pavlova, Ivelina
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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