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~isPartOf:"The journal of futures markets"
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USA
797
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774
Commodity exchange
189
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189
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176
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176
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146
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146
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138
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9
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8
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8
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8
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7
Kurov, Alexander
7
Ma, Christopher K.
7
Schneeweis, Thomas
7
Bali, Turan G.
6
Chatrath, Arjun
6
Frino, Alex
6
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6
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6
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6
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5
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Koch, Timothy W.
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Martell, Terrence F.
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5
Zhang, Jin E.
5
Adkins, Lee Chester
4
Bollen, Nicolas P. B.
4
Cakici, Nusret
4
Cornell, Bradford
4
Dutt, Hans R.
4
Ederington, Louis H.
4
Farris, Paul L.
4
Fishe, Raymond P. H.
4
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4
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4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
11,698
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4,018
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2,692
The American economic review
2,475
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2,386
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1,848
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1,788
American journal of agricultural economics
1,566
The review of economics and statistics
1,545
The journal of finance : the journal of the American Finance Association
1,502
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1,414
The review of financial studies
1,408
The economic journal : the journal of the Royal Economic Society
1,349
IZA Discussion Papers
1,296
Journal of banking & finance
1,015
Economics letters
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961
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Economic inquiry : journal of the Western Economic Association International
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Monthly labor review : MLR
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National tax journal
875
Journal of financial economics
866
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825
Journal of money, credit and banking : JMCB
809
Journal of human resources : JHR
801
Cmnd.
742
Journal of political economy
739
The economic history review : a journal of economic and social history
718
The journal of economic history
713
The journal of economic perspectives : EP ; a journal of the American Economic Association
711
The quarterly journal of economics
683
The journal of law & economics
681
ILR review : the journal of work and policy
660
Challenge
655
American economic journal : a journal of the American Economic Association
623
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ECONIS (ZBW)
865
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1
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1
An empirical analysis of commodity pricing
Heaney, Richard A.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
Saved in:
2
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Saved in:
3
A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A.
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
Saved in:
4
Price discovery in the aluminium market
Figuerola-Ferretti, Isabel
;
Harris, Lawrence E.
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 967-988
Persistent link: https://www.econbiz.de/10003185603
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
Saved in:
8
Interdependencies between agricultural commodity futures prices on the LIFFE
Dawson, Philip J.
;
White, Ben
- In:
The journal of futures markets
22
(
2002
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10001646623
Saved in:
9
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Saved in:
10
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
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