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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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Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin; Boyd, Milton - In: The journal of futures markets 18 (1998) 8, pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
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The determinants of bid-ask spreads in the foreign exchange futures market : a microstructure analysis
Ding, David K. - In: The journal of futures markets 19 (1999) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001377955
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Modeling nonlinear dynamics of daily futures price changes
Gao, Andre H.; Wang, George H. K. - In: The journal of futures markets 19 (1999) 3, pp. 325-351
Persistent link: https://www.econbiz.de/10001377991
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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
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Bid-ask spreads in financial futures
Laux, Paul A. - In: The journal of futures markets 12 (1992) 6, pp. 621-634
Persistent link: https://www.econbiz.de/10001133908
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Hedging foreign exchange risk with currency futures : portfolio effects
Lypny, Gregory J. - In: The journal of futures markets 8 (1988) 6, pp. 703-715
Persistent link: https://www.econbiz.de/10001134527
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Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
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The hedging performance of ECU futures contracts
Saunders, Anthony - In: The journal of futures markets 8 (1988) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10001134560
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A theoretical analysis of the volatility premium in the dollar index contract
Redfield, Corey B. - In: The journal of futures markets 6 (1986) 4, pp. 619-627
Persistent link: https://www.econbiz.de/10001135347