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Emerging government bond market timing
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 23 (2014) 3, pp. 36-49
Persistent link: https://www.econbiz.de/10010388892
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Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - 2004
Persistent link: https://www.econbiz.de/10002128301
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Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martens, Martin; Zein, Jason - In: The journal of futures markets 24 (2004) 11, pp. 1005-1028
Persistent link: https://www.econbiz.de/10002248611
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Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas; Martens, Martin - In: Journal of empirical finance 12 (2005) 3, pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
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Measuring and forecasting S&P 500 index-futures volatility using high-frequency data
Martens, Martin - In: The journal of futures markets 22 (2002) 6, pp. 497-518
Persistent link: https://www.econbiz.de/10001696643
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Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin; Poon, Ser-Huang - In: Journal of banking & finance 25 (2001) 10, pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
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Correlation dynamics between international stock markets using synchronous data
Martens, Martin; Poon, Ser-Huang - 1999
Persistent link: https://www.econbiz.de/10001472393
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The inefficiency of Reuters foreign exchange quotes
Martens, Martin - In: Journal of banking & finance 22 (1998) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001238384
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A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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Open outcry versus electronic trading systems : the case of the Nikkei futures market
Martens, Martin; Steenbeek, Onno - 1997
Persistent link: https://www.econbiz.de/10000969011