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ECONIS (ZBW)
803
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1
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
2
Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 609-629
Persistent link: https://www.econbiz.de/10002108770
Saved in:
3
An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 453-478
Persistent link: https://www.econbiz.de/10002012490
Saved in:
4
What moves option : implied bond market expectations?
Vähämaa, Sami
;
Watzka, Sebastian
;
Äijö, Janne
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
Saved in:
5
The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin
;
Ding, Shusheng
;
Shi, Haili
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
Saved in:
6
Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies
Lien, Da-hsiang Donald
;
Wu, Chongfeng
;
Li, Yang
;
Zhou, …
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10009779089
Saved in:
7
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
Saved in:
8
Turn-of-the month and intramonth effects : explanation from the important macroeconomic news announcements
Nikkinen, Jussi
;
Sahlström, Petri
;
Äijö, Janne
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10010190358
Saved in:
9
Does the price of crude oil respond to macroeconomic news?
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 536-559
Persistent link: https://www.econbiz.de/10010218786
Saved in:
10
The effect of macroeconomic news announcements on the implied volatility of commodities : the role of survey releases
Fernandez-Perez, Adrian
;
López, Raquel
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1499-1530
Persistent link: https://www.econbiz.de/10014432914
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