Journal of Futures Markets, 1096-9934

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  1. 2015
  2. A Factor Analytical Approach to the Efficient Futures Market Hypothesis

    Joakim Westerlund, Milda Norkute & Narayan, P., 2015, In : Journal of Futures Markets. 35, 4, p. 357-370

    Research output: Contribution to journalArticle

  3. Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges

    Hans Byström, 2015, In : Journal of Futures Markets. 35, 8, p. 753-775 46 p.

    Research output: Contribution to journalArticle

  4. Two order books are better than one? Trading at settlement (TAS) in VIX futures

    Huskaj, B. & Nordén, L., 2015, In : Journal of Futures Markets. 35, 6, p. 506-521

    Research output: Contribution to journalArticle

  5. 2014
  6. The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks

    Gao, L. & Liu, L., 2014, In : Journal of Futures Markets. 34, 1, p. 93-101

    Research output: Contribution to journalArticle

  7. 2013
  8. A Term Structure Model for VIX Futures

    Huskaj, B. & Nossman, M., 2013, In : Journal of Futures Markets. 33, 5, p. 421-442

    Research output: Contribution to journalArticle

  9. 2008
  10. Credit Risk Management in Greater China

    Hans Byström, 2008, In : Journal of Futures Markets. 28, 6, p. 582-597

    Research output: Contribution to journalArticle

  11. 2007