In this paper we investigate intraday futures market returns and volumes. Four contracts are selected from foreign exchange and equity market sectors. Using intraday data, two time-series are constructed using two measures of daily volatility and symmetry for each contract’s return and volume....

Making use of ten years of daily data, this paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) can be attributed to contagion or to interdependence. Our tests based on simple unadjusted correlation analysis uncover evidence...

Purpose: This paper aims to investigate the impact of oil price shocks on the Turkish sovereign yield curve factors. Design/methodology/approach: To extract the latent factors (level, slope and curvature) of the Turkish sovereign yield curve, we estimate conventional Nelson and Siegel (1987)...