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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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How important is a non-default factor for CDS valuation?
Guo, Biao; Han, Qian; Lee, Jaeram; Ryu, Doojin - In: The journal of futures markets 35 (2015) 11, pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
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Contagion or flight-to-quality? : the linkage between oil price and the US dollar based on the local Gaussian approach
Ming, Lei; Shen, Yao; Yang, Shenggang; Dong, Minyi - In: The journal of futures markets 42 (2022) 4, pp. 722-750
Persistent link: https://www.econbiz.de/10013187583
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Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong; Wang, Zijun; Yang, Jian - In: The journal of futures markets 36 (2016) 7, pp. 695-718
Persistent link: https://www.econbiz.de/10011568547
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A copula-based quantile risk measure approach to estimate the optimal hedge ratio
Barbi, Massimiliano; Romagnoli, Silvia - In: The journal of futures markets 34 (2014) 7, pp. 658-675
Persistent link: https://www.econbiz.de/10010507942
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Risk premia in the ruble-dollar futures market
Pereseckij, Anatolij A. - In: The journal of futures markets 17 (1997) 2, pp. 191-214
Persistent link: https://www.econbiz.de/10001218564
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Currency carry trades : the role of macroeconomic news and futures market speculation
Kim, Suk-Joong - In: The journal of futures markets 36 (2016) 11, pp. 1076-1107
Persistent link: https://www.econbiz.de/10011569016
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Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312
Persistent link: https://www.econbiz.de/10011669812