search query: @indexterm Futures markets / total: 497
references: 23-32 / 497
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23.
Implied volatility dynamics in the foreign exchange markets
Journal of International Money and Finance
2003 : AUG, VOL. 22:4, p. 511-528
 2003 Kim, M.
Kim, M.
24.
News related to future GDP growth as a risk factor in equity returns
Journal of Financial Economics
2003 : APR, VOL. 68:1, p. 47-73
 2003 Vassalou, M.
25.
Currency hedging with options and futures
European Economic Review
2003 : OCT, VOL. 47:5, p. 833-839
 2003 Wong, K.P.
26.
Price discovery between informationally linked markets during different trading phases
Journal of Financial Research
2003 : SPRING, VOL. 26:1, p. 77-95
 2003 Hodgson, A.
Masih, A.
Masih, R.
27.
A Bayesian analysis of dual trader informativeness in futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 355-372
 2003 Chakravarty, S.
Li, K.
28.
Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 589-603
 2002 Moschini, G.C.
Myers, R.J.
29.
Who trades futures and how: evidence from the heating oil futures market
Journal of Business
2002 : APR, VOL. 75:2, p. 353-373
 2002 Ederington, L.
Lee, J.H.
30.
Optimal currency risk hedging
Journal of International Money and Finance
2002 : APR. VOL. 21:2, p. 241-264
 2002 Lioui, A.
Poncet, P.
31.
The Effect of Futures Market Volume on Spot Market Volatility
Journal of Business Finance and Accounting
2001 : VOL. 28:7-8, p. 799-820
 2001 Board, J.
Sandmann, G.
Sutcliffe, C.
32.
Reading PIBOR futures options smiles: the 1997 snap election
Journal of Banking and Finance
2001 : NOV, VOL. 25:11, p. 1957-1987
 2001 Coutant, S.
Jondeau, E.
Rockinger, M.
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