Foreign exchange futures options: A parity-based test of learning effects

International Review of Economics & Finance ◽

10.1016/1059-0560(92)90033-9 ◽

1992 ◽

Vol 1 (2) ◽

pp. 169-176

Author(s):

Atipol Bhanich Supapol ◽

Jacques A. Schnabel

Keyword(s):

Foreign Exchange ◽

Learning Effects ◽

Futures Options ◽

Foreign Exchange Futures

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Foreign exchange futures volatility: Day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(199909)19:6<665::aid-fut3>3.0.co;2-n ◽

1999 ◽

Vol 19 (6) ◽

pp. 665-693 ◽

Author(s):

Li-Ming Han ◽

John L. Kling ◽

Clifford W. Sell

Keyword(s):

Foreign Exchange ◽

Macroeconomic Announcements ◽

Day Of The Week ◽

Foreign Exchange Futures

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Foreign Exchange Futures, Forwards, and Swaps

Handbook of Exchange Rates ◽

10.1002/9781118445785.ch23 ◽

2012 ◽

pp. 623-645 ◽

Author(s):

Naohiko Baba ◽

Yuji Sakurai ◽

Frank Packer

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Futures

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Foreign Exchange Futures

Foreign Exchange ◽

10.1002/9781119201601.ch7 ◽

2015 ◽

pp. 129-138

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Futures

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Selectively hedging the US dollar with foreign exchange futures contracts

Journal of International Financial Markets Institutions and Money ◽

10.1016/s1042-4431(03)00045-3 ◽

2004 ◽

Vol 14 (1) ◽

pp. 75-86 ◽

Author(s):

Marc W Simpson

Keyword(s):

Foreign Exchange ◽

Futures Contracts ◽

The Us ◽

Us Dollar ◽

Foreign Exchange Futures

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Designing spreads in forward exchange contracts and foreign exchange futures

Journal of Futures Markets ◽

10.1002/fut.3990030403 ◽

1983 ◽

Vol 3 (4) ◽

pp. 355-368 ◽

Author(s):

Michael Adler

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Futures

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Foreign exchange futures prices under fixed exchange rates

Journal of International Economics ◽

10.1016/0022-1996(83)90020-x ◽

1983 ◽

Vol 14 (1-2) ◽

pp. 69-84 ◽

Author(s):

Jose Saul Lizondo

Keyword(s):

Exchange Rates ◽

Foreign Exchange ◽

Futures Prices ◽

Fixed Exchange Rates ◽

Foreign Exchange Futures

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The effects of the central bank intervention auctions on the foreign exchange futures market: evidence from Brazil

10.11606/d.96.2021.tde-24092021-153351 ◽

2021 ◽

Author(s):

Gustavo Sung

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Futures Market ◽

Central Bank Intervention ◽

Foreign Exchange Futures

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The efficiency of foreign exchange futures markets in turbulent and non-turbulent periods

Journal of Futures Markets ◽

10.1002/fut.3990070303 ◽

1987 ◽

Vol 7 (3) ◽

pp. 245-267 ◽

Author(s):

Debra Glassman

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Foreign Exchange Futures

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The Nonlinear Impact of Hedgers and Speculators on Price Discovery in the Foreign Exchange Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1913765 ◽

2011 ◽

Author(s):

Yakai Chang ◽

Yu-Lun Chen ◽

Robin K. Chou

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Price Discovery ◽

Foreign Exchange Futures

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Concentrated trading in the foreign exchange futures markets: Discretionary liquidity trading or market closure?

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(199805)18:3<343::aid-fut7>3.0.co;2-8 ◽

1998 ◽

Vol 18 (3) ◽

pp. 343-362 ◽

Author(s):

Michael F. Ferguson ◽

Steven C. Mann ◽

Leonard J. Schneck

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Liquidity Trading ◽

Foreign Exchange Futures

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