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Extreme correlation of stock and bond futures markets : international evidence

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Die Bedeutung von Derivaten für die Funktionsfähigkeit von Finanzmärkten

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Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange

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Derivatives, volatility and price discovery

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Derivate Instrumente aus makroökonomischer Sicht

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Financial market failures and systemic risk

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Volatilité des marchés financiers : chaos, irrationalité ou illusion d'optique?

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Extreme Correlation of Stock and Bond Futures Markets : International Evidence

Chui, Chin Man - 2011

Using daily stock and bond futures data of three developed markets (the U.S., the UK and Germany), this study explores time-varying extreme correlation of stock-bond futures markets. There is evidence of positive extreme correlation between stock and bond futures markets in the U.S. and the UK...

Persistent link: https://www.econbiz.de/10013120892

Can happiness predict future volatility in stock markets?

Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581437

Fundamentals, Derivatives Market Information and Oil Price Volatility

Robe, Michel A.; Wallen, Jonathan - 2021

We analyze empirically what drives market expectations of crude oil price volatility. Between 2000 and 2014, we … outperforms a benchmark ARIMA specification both in and out of sample, suggests an approach for studying volatility in asset …

Persistent link: https://www.econbiz.de/10013245198

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