✦ LIBER ✦

Volume and Volatility in Foreign Currency Futures Markets

✍ Scribed by Ramaprasad Bhar; A. Malliaris

Book ID: 110260845
Publisher: Springer US
Year: 1998
Tongue: English
Weight: 101 KB
Volume: 10
Category: Article
ISSN: 0924-865X
DOI: 10.1023/a:1008253718001

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Intertemporal price volatility of foreig

Intertemporal price volatility of foreign currency futures contracts

✍ Robert M. Eldridge 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 412 KB 👁 1 views

is article examines one facet cif the foreign currency futures markets: The T" impact on price volatility of foreign currency futures traded on the International Monetary Market (IMM) caused by European participants taking positionsquaring actions at the end of their business day, which precedes the

Inter-currency transmission of volatilit

Inter-currency transmission of volatility in Foreign exchange futures

✍ Mohammad Najand; Hamid Rahman; Kenneth Yung 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 688 KB

The effect of net positions by type of t

The effect of net positions by type of trader on volatility in foreign currency futures markets

✍ Changyun Wang 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 142 KB 👁 2 views

CROSS-SPECULATION IN CURRENCY FUTURES MA

CROSS-SPECULATION IN CURRENCY FUTURES MARKETS

✍ Andreas Röthig 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 393 KB

## ABSTRACT This paper studies cross‐market herding of speculators in the Canadian dollar, Swiss francs, British pound and Japanese yen futures markets from 6 October 1992 to 26 January 2010. The relations between (i) total speculation (long plus short), (ii) long speculation and (iii) short specul

Intraday volatility in the bond, foreign

Intraday volatility in the bond, foreign exchange, and stock index futures markets

✍ Valeria Martinez; Yiuman Tse 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 359 KB 👁 1 views

## Abstract Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the E‐mini S&P 500 futures contracts traded on a continuous 23‐hour schedule on the Chicago Mercantile Exchange Globex electronic platform is studied. Volatility transmission in a single market across dif

Persistence of volatility in futures mar

Persistence of volatility in futures markets

✍ Zhiyao Chen; Robert T. Daigler; Ali M. Parhizgari 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB

This article examines the characteristics of key measures of volatility for different types of futures contracts to provide a better foundation for modeling volatility behavior and derivative values. Particular attention is focused on analyzing how different measures of volatility affect volatility