Hee‐Joon Ahn; Cai, Jun; Yan‐Leung Cheung - In: Journal of Futures Markets 22 (2002) 7, pp. 679-696
The German 10‐year Bund futures contract traded on the Eurex futures and options exchange in Frankfurt became the world's most actively traded derivative product by the end of 1999. In this article, we provide a detailed exploration of the interday and intraday return volatility in the Bund...