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subject:"Estimation"
subject:"Exchange rate"
~accessRights:"restricted"
~isPartOf:"Policy research working paper"
~isPartOf:"The journal of futures markets"
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Estimation
Exchange rate
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386
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ECONIS (ZBW)
30
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1
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
2
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
3
Does clean energy matter? : revisiting the spillovers between energy and foreign exchange markets
Liu, Yang
;
Qiao, Tongshuai
;
Han, Liyan
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2068-2083
Persistent link: https://www.econbiz.de/10013465867
Saved in:
4
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
5
Contagion or flight-to-quality? : the linkage between oil price and the US dollar based on the local Gaussian approach
Ming, Lei
;
Shen, Yao
;
Yang, Shenggang
;
Dong, Minyi
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 722-750
Persistent link: https://www.econbiz.de/10013187583
Saved in:
6
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
7
The CDS-Bond basis arbitrage and the cross section of corporate bond returns
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 836-861
Persistent link: https://www.econbiz.de/10011950896
Saved in:
8
Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan
;
Liao, Tzu-Hsiang
;
Tung, Pao-Ying
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
Saved in:
9
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
10
Do futures prices help forecast the spot price?
Jin, Xin
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
Saved in:
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