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Hedging short-term interest risk under time-varying distributions
Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
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Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka; Nikkinen, Jussi; Äijö, Janne - In: The journal of futures markets 35 (2015) 11, pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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Extracting market views from the price of options on futures
Martinez, Gregory M. - In: The journal of futures markets 18 (1998) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
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A bivariate generalized autoregressive conditonal heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures market...
Jacobs, Michael <Jr.> - In: The journal of futures markets 18 (1998) 4, pp. 379-397
Persistent link: https://www.econbiz.de/10001242641
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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Price volatility and futures margins
Hardouvelis, Gikas A. - In: The journal of futures markets 16 (1996) 1, pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - In: The journal of futures markets 35 (2015) 8, pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
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Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da; Zaatour, Riadh - In: The journal of futures markets 35 (2015) 9, pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
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Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.; Wallen, Jonathan - In: The journal of futures markets 36 (2016) 4, pp. 317-344
Persistent link: https://www.econbiz.de/10011568424