Derivatives, Volatility and Price Discovery
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- Chiara Oldani, 2005. "An Overview of the Literature about Derivatives," Macroeconomics 0504004, EconWPA.
- Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016.
"Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 36(1), pages 30-45, January.
- Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers 3514, Center for Quantitative Economics (CQE), University of Muenster.
- Alain Chaboud & Steven Weinberg, 2002. "Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic trading," BIS Papers chapters,in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 138-147 Bank for International Settlements.
- Geyser, Mariette & Cutts, Michela, 2007. "SAFEX maize price volatility scrutinised," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 46(3), September.
- Adrián F. Rossignolo & Víctor A. Álvarez, 2015. "Has the Basel Committee Got it Right? Evidence from Commodity Positions in Turmoil," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, March.
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