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The Asymmetric Volatility of Yen Currency Futures: International Cross Rates
SSRN Electronic Journal
◽
10.2139/ssrn.1596635
◽
2010
◽
Author(s):
Richard Paul Gregory
Keyword(s):
Asymmetric Volatility
◽
Currency Futures
Download Full-text
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References
Dynamics of Asset Returns Considering Asymmetric Volatility Effects: Evidences from Korean Asset Markets
KDI Journal of Economic Policy
◽
10.23895/kdijep.2011.33.1.93
◽
2011
◽
Vol 33
(1)
◽
pp. 93-124
Author(s):
Yun-Yeong Kim
◽
Lee, Jinsoo
Keyword(s):
Asset Returns
◽
Asset Markets
◽
Asymmetric Volatility
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Macroeconomic Announcements and Asymmetric Volatility in Bond Returns
CFA Digest
◽
10.2469/dig.v37.n2.4584
◽
2007
◽
Vol 37
(2)
◽
pp. 10-12
Author(s):
Bruce D. Phelps
Keyword(s):
Asymmetric Volatility
◽
Macroeconomic Announcements
◽
Bond Returns
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Asymmetric volatility and macroeconomic factors on Indonesian government bond returns
Jurnal Keuangan dan Perbankan
◽
10.26905/jkdp.v23i3.2613
◽
2019
◽
Vol 23
(3)
◽
Author(s):
Debbie Megasari
◽
Hermanto Siregar
◽
Ferry Syarifuddin
Keyword(s):
Government Bond
◽
Macroeconomic Factors
◽
Asymmetric Volatility
◽
Indonesian Government
◽
Bond Returns
Download Full-text
The Life Cycle of a Currency Futures Contract
Finance and business
◽
10.31085/1814-4802-2020-16-1-114-136
◽
2020
◽
pp. 114-136
Author(s):
О.Yu. Korshunov
◽
E.A. Kashcheeva
Keyword(s):
Life Cycle
◽
Futures Contract
◽
Currency Futures
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Procyclicality mitigation for initial margin models with asymmetric volatility
The Journal of Risk
◽
10.21314/jor.2020.435
◽
2020
◽
Author(s):
Elena Goldman
◽
Xiangjin Shen
Keyword(s):
Asymmetric Volatility
and
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US Monetary Policy Surprises and Currency Futures Markets: A New Look
SSRN Electronic Journal
◽
10.2139/ssrn.1090377
◽
2008
◽
Author(s):
Tao Wang
◽
Jian Yang
◽
Marc William Simpson
Keyword(s):
Monetary Policy
◽
Futures Markets
◽
Currency Futures
◽
Us Monetary Policy
◽
New Look
Download Full-text
Return, Trading Volume, and Market Depth in Currency Futures Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1323684
◽
2008
◽
Cited By ~ 2
Author(s):
Ai-ru Meg Cheng
◽
Yin-Wong Cheung
Keyword(s):
Trading Volume
◽
Futures Markets
◽
Market Depth
◽
Currency Futures
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Asymmetric Volatility in Oil Futures
SSRN Electronic Journal
◽
10.2139/ssrn.1596632
◽
2010
◽
Author(s):
Richard Paul Gregory
Keyword(s):
Oil Futures
◽
Asymmetric Volatility
Download Full-text
Small Traders in Currency Futures Markets Format
SSRN Electronic Journal
◽
10.2139/ssrn.1631502
◽
2010
◽
Author(s):
Andreas Röthig
◽
Carl Chiarella
Keyword(s):
Futures Markets
◽
Currency Futures
◽
Small Traders
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India VIX: Examining the Negative and Asymmetric Volatility Index – Market Return Relationship
SSRN Electronic Journal
◽
10.2139/ssrn.2078164
◽
2012
◽
Author(s):
Gangineni Dhananjhay
◽
Raghunatha Reddy
◽
Dr. T. N. L. Prasad
Keyword(s):
Asymmetric Volatility
◽
Market Return
◽
Volatility Index
◽
India Vix
Download Full-text
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