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United States
Volatility
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16,267
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13,958
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Gupta, Rangan
60
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50
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33
Bollerslev, Tim
28
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24
Andersen, Torben
23
Hammoudeh, Shawkat
22
Caporale, Guglielmo Maria
21
Stulz, René M.
21
Diebold, Francis X.
20
Chang, Chia-Lin
19
Engle, Robert F.
19
Bali, Turan G.
18
Moffitt, Robert A.
18
Whaley, Robert E.
18
Wohar, Mark E.
18
Bouri, Elie
17
Davis, Steven J.
17
Pierdzioch, Christian
17
Bartram, Söhnke M.
15
Castelnuovo, Efrem
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
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Kolb, Robert W.
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Lien, Da-hsiang Donald
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14
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Salisu, Afees A.
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13
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13
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13
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13
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13
Bekaert, Geert
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1
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1
Brussels European and Global Economic Laboratory
1
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1
Chambre de commerce et d'industrie de Paris
1
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The journal of futures markets
354
Working paper / National Bureau of Economic Research, Inc.
213
The review of financial studies
120
The journal of finance : the journal of the American Finance Association
115
Journal of banking & finance
94
Journal of financial and quantitative analysis : JFQA
83
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71
Applied financial economics
61
Journal of financial economics
59
Energy economics
58
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52
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47
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46
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44
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
International review of financial analysis
42
Journal of empirical finance
42
International review of economics & finance : IREF
41
Applied economics
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The journal of fixed income
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Advances in futures and options research : a research annual
37
Finance research letters
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Economics letters
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35
American journal of agricultural economics
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Journal of international financial markets, institutions & money
34
The journal of real estate finance and economics
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The review of economics and statistics
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Research in international business and finance
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The American economic review
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ECONIS (ZBW)
6,127
RePEc
9
EconStor
2
BASE
1
USB Cologne (EcoSocSci)
1
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1
Position limits for cash-settled
derivative
contracts
Dutt, Hans R.
;
Harris, Lawrence E.
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 945-965
Persistent link: https://www.econbiz.de/10003185585
Saved in:
2
Relationships among US S&P500 stock index, its futures and NASDAQ index futures with
volatility
spillover and jump diffusion : modeling and
hedging
performance
Liu, Hsiang-Hsi
;
Lin, Yu-Cheng
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
Saved in:
3
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
4
Can the evolution of implied
volatility
be forecasted? : evidence from European and US implied
volatility
indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
5
Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Daal, Elton
;
Farhat, Joseph
;
Wei, Peihwang
- In:
Review of financial economics : RFE
15
(
2006
)
2
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003328578
Saved in:
6
Persistence of
volatility
in futures markets
Chen, Zhiyao
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
Saved in:
7
The impact of
volatility
derivatives on S&P500
volatility
Dawson, Paul
;
Staikouras, Sotiris K.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1190-1213
Persistent link: https://www.econbiz.de/10003900993
Saved in:
8
Simultaneous
volatility
transmission and spillover effects
Gannon, Gerard L.
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
1
,
pp. 127-156
Persistent link: https://www.econbiz.de/10008857171
Saved in:
9
An empirical comparison of continuous-time models of implied
volatility
indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
Saved in:
10
Liquidity, volume and
volatility
in US electricity futures : the case of Palo Verde
Goss, Barry A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10003301824
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