Volume and Volatility in Foreign Currency Futures Markets
In: THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS
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- Bhar, Ramaprasad & Malliaris, A G, 1998. "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, vol. 10(3), pages 285-302, May.
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- Ekin Tokat & HakkÃ„Â± Arda Tokat, 2010. "Shock and Volatility Transmission in the Futures and Spot Markets: Evidence from Turkish Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 92-104, January.
- A. Malliaris & Mary Malliaris, 2013.
"Are oil, gold and the euro inter-related? Time series and neural network analysis,"
Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
- Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
- Chang, Jui-Chuan Della & Chang, Kuang-Liang, 2018. "The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 15-28.
- Robert Daigler, 2007. "Spread volume for currency futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 31(1), pages 12-19, March.
- Ghulam Sarwar, 2004. "The informational role of option trading volume in the S&P 500 futures options markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1197-1210.
- Jarita Duasa, 2004. "The Malaysian Balance of Payments:Keynesian Approach Versus Monetary Approach," Computing in Economics and Finance 2004 26, Society for Computational Economics.
- Biswal, P.C. & Jain, Anshul, 2019. "Should central banks use the currency futures market to manage spot volatility? Evidence from India," Journal of Multinational Financial Management, Elsevier, vol. 52.
More about this item
KeywordsFutures Markets; Pricing; Risk Management; Futures Trading; Stock Indexes; Interest Rates; Futures Prices; Portfolio Theory; Hedge Funds; Foreign Exchange;
All these keywords.
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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