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Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei - In: The journal of futures markets 15 (1995) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
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An international comparison of implied, realized, and GARCH volatility forecasts
Kourtis, Apostolos; Markellos, Raphaēl N.; Symeonidis, … - In: The journal of futures markets 36 (2016) 12, pp. 1164-1193
Persistent link: https://www.econbiz.de/10011665609
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The valuation of power exchange options with counterparty risk and jump risk
Wang, Xingchun; Song, Shiyu; Wang, Yongjin - In: The journal of futures markets 37 (2017) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10011950726
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VPIN, jump dynamics and inventory announcements in energy futures markets
Bjursell, Johan; Wang, George H. K.; Zheng, Hui - In: The journal of futures markets 37 (2017) 6, pp. 542-577
Persistent link: https://www.econbiz.de/10011950836
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Sugar with your coffee? : fundamentals, financials, and softs price uncertainty
Covindassamy, Genèvre; Robe, Michel A.; Wallen, Jonathan - In: The journal of futures markets 37 (2017) 8, pp. 744-765
Persistent link: https://www.econbiz.de/10011950876
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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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Stock index futures trading and volatility in international equity markets
Gulen, Huseyin; Mayhew, Stewart - In: The journal of futures markets 20 (2000) 7, pp. 661-685
Persistent link: https://www.econbiz.de/10001523744
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Robust information share measures with an application on the international crude oil markets
Li, Hong; Shi, Yanlin - In: The journal of futures markets 42 (2022) 4, pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
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The Bitcoin price and Bitcoin price uncertainty : evidence of Bitcoin price volatility
Kose, Nezir; Yildirim, Hakan; Ünal, Emre; Lin, Boqiang - In: The journal of futures markets 44 (2024) 4, pp. 673-695
Persistent link: https://www.econbiz.de/10014536669
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Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.; Karim, Muhammad Mahmudul - In: The journal of futures markets 43 (2023) 1, pp. 90-121
Persistent link: https://www.econbiz.de/10013465896