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S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong; Ramchander, Sanjay; Zumwalt, J. Kenton - In: The journal of futures markets 34 (2014) 10, pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
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Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay; Patterson, Gary A. - In: The journal of futures markets 21 (2001) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
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Price discovery in interrelated markets
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
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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
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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
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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
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Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.; Bierwag, Gerald O. - In: The journal of futures markets 19 (1999) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
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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
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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
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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