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~isPartOf:"The journal of futures markets"
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Volatility
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Zhang, Jin E.
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The journal of futures markets
NBER working paper series
1,120
Finance research letters
1,094
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1,021
Journal of banking & finance
1,014
NBER Working Paper
869
International review of financial analysis
756
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731
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617
International review of economics & finance : IREF
575
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530
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510
The North American journal of economics and finance : a journal of financial economics studies
484
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479
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477
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467
European journal of operational research : EJOR
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454
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347
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332
Management science : journal of the Institute for Operations Research and the Management Sciences
315
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304
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ECONIS (ZBW)
480
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480
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1
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D.
;
Wang, T'ao
;
Wu, Jingtao
; …
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 815-844
Persistent link: https://www.econbiz.de/10003746355
Saved in:
2
Scheduled announcements and
volatility
patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
3
Option volume and
volatility
response to scheduled economic news releases
Nofsinger, John R.
;
Prucyk, Brian
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 315-345
Persistent link: https://www.econbiz.de/10001765133
Saved in:
4
Natural gas prices and the gas storage report : public news and
volatility
in energy futures markets
Linn, Scott C.
;
Zhu, Zhen
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 283-313
Persistent link: https://www.econbiz.de/10001968669
Saved in:
5
Intraday
volatility
in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
Saved in:
6
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Foreign exchange futures
volatility
: day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming
;
Kling, John L.
;
Sell, Clifford W.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
Saved in:
10
What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon
;
Cai, Jun
;
Cheung, Stephen Y. L.
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 679-696
Persistent link: https://www.econbiz.de/10001678562
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