Narrow search
Showing 1 - 10 of 158
Cover Image
Interbank payments and the daily federal funds rate
Furfine, Craig H. - 1998
Persistent link: https://www.econbiz.de/10000990237
Cover Image
Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
Cover Image
Harvest contract price volatility for cotton
Hudson, Darren; Coble, Keith - In: The journal of futures markets 19 (1999) 6, pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
Cover Image
Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin; Smith, Kenneth L. - In: The journal of futures markets 19 (1999) 1, pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
Cover Image
Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
Cover Image
Optimal margin level in futures markets : extreme price movements
Longin, François M. - In: The journal of futures markets 19 (1999) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001369624
Cover Image
Mid-day volatility spikes in US futures markets
Docking, Diane Scott; Kawaller, Ira A.; Koch, Paul D. - In: The journal of futures markets 19 (1999) 2, pp. 195-216
Persistent link: https://www.econbiz.de/10001369635
Cover Image
Program trading, nonprogram trading, and market volatility
Hogan, Kedreth C. - In: The journal of futures markets 17 (1997) 7, pp. 733-756
Persistent link: https://www.econbiz.de/10001228476
Cover Image
Index futures and options and stock market volatility
Pericli, Andreas Neophytou - In: The journal of futures markets 17 (1997) 8, pp. 957-974
Persistent link: https://www.econbiz.de/10001232832
Cover Image
The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908
Persistent link: https://www.econbiz.de/10001232839