Editor's Note.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1178, doi. 10.1002/fut.21965
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 10
Results: 8
1
2
Price discovery in the Chinese gold market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1262, doi. 10.1002/fut.21938
- By:
- Publication type:
- Article
3
Price discovery in short‐term interest rate markets: Futures versus swaps.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1179, doi. 10.1002/fut.21935
- By:
- Publication type:
- Article
4
From funding liquidity to market liquidity: Evidence from the index options market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1189, doi. 10.1002/fut.21920
- By:
- Publication type:
- Article
5
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1246, doi. 10.1002/fut.21916
- By:
- Publication type:
- Article
6
Information about price and volatility jumps inferred from options prices.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1206, doi. 10.1002/fut.21914
- By:
- Publication type:
- Article
7
Policy impact on volatility dynamics in commodity futures markets: Evidence from China.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1227, doi. 10.1002/fut.21905
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 38, Number 10, October 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 10, p. 1177, doi. 10.1002/fut.21877
- Publication type:
- Article