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A monetary policy-based explanation of swap spreads in China
Fan, Longzhen; Hou, Xin; Sun, Qian - In: The journal of futures markets 43 (2023) 11, pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
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Volatility spillover effects and cross hedging in corn and crude oil futures
Wu, Feng; Guan, Zhengfei; Myers, Robert J. - In: The journal of futures markets 31 (2011) 11, pp. 1052-1075
Persistent link: https://www.econbiz.de/10009355742
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Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi; Li, Jinliang; Zhang, Wei - In: The journal of futures markets 25 (2005) 6, pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
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Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman - In: The journal of futures markets 19 (1999) 8, pp. 911-930
Persistent link: https://www.econbiz.de/10001443476
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Nonlinear asymmetric models of the short-term interest rate
Demirtas, K. Ozgur - In: The journal of futures markets 26 (2006) 9, pp. 869-894
Persistent link: https://www.econbiz.de/10003356477
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An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung; Lee, Yung-Hsin; Chao, Wan-Ling - In: The journal of futures markets 35 (2015) 12, pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
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Information content of the Fed Fund rates
Sultan, Jahangir - In: The journal of futures markets 25 (2005) 8, pp. 753-774
Persistent link: https://www.econbiz.de/10003012125
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Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 8, pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
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An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G. - In: The journal of futures markets 20 (2000) 8, pp. 717-751
Persistent link: https://www.econbiz.de/10001523755