Editor's Note.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 7, p. 757, doi. 10.1002/fut.21928
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 7
Results: 7
1
2
Should macroeconomic information be released during trading breaks in futures markets?
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 7, p. 775, doi. 10.1002/fut.21908
- By:
- Publication type:
- Article
3
Bank risk, financial stress, and bank derivative use.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 7, p. 804, doi. 10.1002/fut.21902
- By:
- Publication type:
- Article
4
Volatility discovery and volatility quoting on markets for options and warrants.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 7, p. 758, doi. 10.1002/fut.21900
- By:
- Publication type:
- Article
5
Return predictability and contrarian profits of international index futures.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 7, p. 788, doi. 10.1002/fut.21892
- By:
- Publication type:
- Article
6
VIX futures calendar spreads.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 7, p. 822, doi. 10.1002/fut.21886
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 38, Number 7, July 2018.
- Published in:
- 2018
- Publication type:
- Cover Art