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subject:"Monetary policy"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
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Monetary policy
Share price
USA
773
United States
773
Commodity exchange
184
Warenbörse
184
Derivat
157
Derivative
157
Volatility
127
Volatilität
127
Index futures
123
Index-Futures
123
Hedging
120
Theorie
105
Theory
105
Commodity derivative
97
Rohstoffderivat
97
Börsenkurs
92
Interest rate derivative
87
Zinsderivat
87
Estimation
82
Schätzung
82
Currency derivative
61
Währungsderivat
61
Public bond
51
Öffentliche Anleihe
51
Option trading
47
Optionsgeschäft
47
Sojabohne
44
Soybean
44
Option pricing theory
40
Optionspreistheorie
40
Ankündigungseffekt
31
Announcement effect
31
Capital income
31
Efficient market hypothesis
31
Effizienzmarkthypothese
31
Kapitaleinkommen
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Aktienindex
30
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English
101
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Chung, Huimin
3
Holder, Mark E.
3
Ramchander, Sanjay
3
Boyd, Naomi E.
2
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2
Christie-David, Rohan
2
Daigler, Robert T.
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Edwards, Franklin R.
2
Fleming, Jeff
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2
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2
Locke, Peter R.
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Ma, Christopher K.
2
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2
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2
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2
Rosa, Carlo
2
Santoni, Gary James
2
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2
Whaley, Robert E.
2
Adrangi, Bahram
1
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1
Anderson, Ronald W.
1
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1
Arshanapalli, Bala Gangadhar
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1
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1
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1
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1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
564
The journal of finance : the journal of the American Finance Association
335
Discussion paper / Centre for Economic Policy Research
218
The review of financial studies
207
Journal of financial and quantitative analysis : JFQA
186
Journal of financial economics
167
NBER working paper series
143
Journal of money, credit and banking : JMCB
135
Finance and economics discussion series
129
Journal of monetary economics
125
Journal of banking & finance
123
The Cato journal : an interdisciplinary journal of public policy analysis
120
Review / Federal Reserve Bank of St. Louis
113
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
107
Working paper
106
Economic review
105
The American economic review
93
Applied financial economics
89
Working paper series / European Central Bank
88
Economics letters
79
Journal of international money and finance
78
Applied economics
77
Quarterly journal of business and economics : QJBE
76
Journal of economics & business
73
Journal of economics and finance
70
CESifo working papers
65
IMF working papers
65
The journal of business : B
64
International review of economics & finance : IREF
61
Journal of macroeconomics
61
NBER Working Paper
61
Applied economics letters
59
Economic modelling
59
The financial review : the official publication of the Eastern Finance Association
59
Finance research letters
58
The review of economics and statistics
58
International finance discussion papers
56
The journal of financial research
56
International review of financial analysis
55
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ECONIS (ZBW)
101
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1
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10
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101
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date (oldest first)
1
The impact of Sino-US trade war on price discovery of soybean : a double-edged sword?
Bandyopadhyay, Arunava
;
Rajib, Prabina
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 858-879
Persistent link: https://www.econbiz.de/10014293260
Saved in:
2
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
3
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
4
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
5
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi
;
Shen, Yiwen
;
Jiang, Yueting
;
Huang, Zhuo
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
Saved in:
6
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
7
The effects of investor attention on commodity futures markets
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
Saved in:
8
Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
Saved in:
9
Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao
;
Hayes, Dermot James
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
Saved in:
10
VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer
;
Molnár, Peter
;
Samdal, Sven R.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
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