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Volatility and liquidity in futures market
Locke, Peter R. - 1996
Persistent link: https://www.econbiz.de/10000962046
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Financial Contagion and Volatility Spillover : an exploration into Bitcoin Future and FOREX Future Markets
Tsiaras, Konstantinos - 2021
regarding the one sixvariate model, showing potential volatility transmission channels among the future markets. Findings have … crucial implications for policymakers who provide regulations for the above derivative markets …
Persistent link: https://www.econbiz.de/10013228878
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International regulatory responses to derivatives crises: the role of the US Commodity Futures Trading Commission
Born, Brooksley - In: Northwestern journal of international law & business 21 (2001) 3, pp. 607-640
Persistent link: https://www.econbiz.de/10001689180
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Market linkage and information spillover : evidence from pre-crisis, crisis, and recovery periods
Ding, Liang; Pu, Xiaoling - In: Journal of economics & business 64 (2012) 2, pp. 145-159
Persistent link: https://www.econbiz.de/10009551800
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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The current economic crisis
Felʹdman, Arsenij B. - In: Problems of economic transition 52 (2009) 6, pp. 3-13
Persistent link: https://www.econbiz.de/10003996589
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Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
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Linkages among commodity futures prices in the recent financial crisis : an application of cointegration tests with a structural break
Tsuchiya, Yoichi - In: Cogent economics & finance 3 (2015) 1, pp. 1-13
In this study, we investigate the existence of long-term co-movements among the prices of commodity futures contracts. We use a cointegration test, which accounts for the presence of a structural break. We show that while there is a long-term relationship among agricultural and among...
Persistent link: https://www.econbiz.de/10010492392
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Roles of commodity futures derivatives and financial crises in global food security
Sosoo, Victor Edem; Okorie, David Iheke; Chen, Haiqiang - In: Economic and political studies : EPS 9 (2021) 3, pp. 336-357
Persistent link: https://www.econbiz.de/10012622590