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There are 13518 results for: content related to: Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market

  1. Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia-Pacific Currencies

    Journal of Futures Markets

    Volume 33, Issue 8, August 2013, Pages: 696–723, Donald Lien, Chongfeng Wu, Li Yang and Chunyang Zhou

    Version of Record online : 4 MAR 2013, DOI: 10.1002/fut.21609

  2. Exogenous Shocks and Information Transmission in Global Copper Futures Markets

    Journal of Futures Markets

    Volume 33, Issue 8, August 2013, Pages: 724–751, Libo Yin and Liyan Han

    Version of Record online : 25 FEB 2013, DOI: 10.1002/fut.21610

  3. The joint credit risk of UK global-systemically important banks

    Journal of Futures Markets

    Mario Cerrato, John Crosby, Minjoo Kim and Yang Zhao

    Version of Record online : 14 JUN 2017, DOI: 10.1002/fut.21855

  4. An Analysis of the Risk-Return Characteristics of Serially Correlated Managed Futures

    Journal of Futures Markets

    Volume 36, Issue 10, October 2016, Pages: 992–1013, Gert Elaut, Péter Erdős and John Sjödin

    Version of Record online : 4 FEB 2016, DOI: 10.1002/fut.21773

  5. Forecasting Volatility in the Presence of Limits to Arbitrage

    Journal of Futures Markets

    Volume 35, Issue 11, November 2015, Pages: 987–1002, Lu Hong, Tom Nohel and Steven Todd

    Version of Record online : 6 OCT 2014, DOI: 10.1002/fut.21696

  6. S&P 500 Index-Futures Price Jumps and Macroeconomic News

    Journal of Futures Markets

    Volume 34, Issue 10, October 2014, Pages: 980–1001, Hong Miao, Sanjay Ramchander and J. Kenton Zumwalt

    Version of Record online : 24 JUN 2013, DOI: 10.1002/fut.21627

  7. AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism

    Journal of Futures Markets

    Volume 37, Issue 4, April 2017, Pages: 374–410, Zhenlong Zheng, Zhengyun Jiang and Rong Chen

    Version of Record online : 9 DEC 2016, DOI: 10.1002/fut.21824

  8. Forward-Looking Monetary Policy Rules and Option-Implied Interest Rate Expectations

    Journal of Futures Markets

    Volume 34, Issue 4, April 2014, Pages: 346–373, Jukka Sihvonen and Sami Vähämaa

    Version of Record online : 14 FEB 2013, DOI: 10.1002/fut.21596

  9. Index Futures Trading and Stock Market Volatility in China: A Difference-in-Difference Approach

    Journal of Futures Markets

    Volume 34, Issue 3, March 2014, Pages: 282–297, Shiqing Xie and Taiping Mo

    Version of Record online : 27 DEC 2013, DOI: 10.1002/fut.21650

  10. Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market

    Journal of Futures Markets

    Volume 37, Issue 5, May 2017, Pages: 522–538, Nikolaos Milonas and Nikolaos Paratsiokas

    Version of Record online : 25 AUG 2016, DOI: 10.1002/fut.21807

  11. A Multivariate Markov Regime-Switching High-Frequency-Based Volatility Model for Optimal Futures Hedging

    Journal of Futures Markets

    Yu-Sheng Lai, Her-Jiun Sheu and Hsiang-Tai Lee

    Version of Record online : 2 MAR 2017, DOI: 10.1002/fut.21842

  12. High Frequency Trading in the Korean Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 1, January 2015, Pages: 31–51, Eun Jung Lee

    Version of Record online : 23 AUG 2013, DOI: 10.1002/fut.21640

  13. Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?

    Journal of Futures Markets

    Volume 34, Issue 11, November 2014, Pages: 1077–1094, I-Ming Jiang, Jui-Cheng Hung and Chuan-San Wang

    Version of Record online : 24 SEP 2013, DOI: 10.1002/fut.21643

  14. Optionable Stocks and Mutual Fund Performance

    Journal of Futures Markets

    Chune Young Chung, Doojin Ryu, Kainan Wang and Blerina Bela Zykaj

    Version of Record online : 23 FEB 2017, DOI: 10.1002/fut.21844

  15. Dislocations in the Currency Swap and Interest Rate Swap Markets: The Case of Korea

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 455–475, Hail Park

    Version of Record online : 8 APR 2014, DOI: 10.1002/fut.21675

  16. Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach

    Journal of Futures Markets

    Volume 34, Issue 4, April 2014, Pages: 374–398, Enrique Salvador and Vicent Aragó

    Version of Record online : 14 FEB 2013, DOI: 10.1002/fut.21598

  17. Carry Trades and Sovereign CDS Spreads: Evidence from Asia-Pacific Markets

    Journal of Futures Markets

    Volume 35, Issue 11, November 2015, Pages: 1067–1087, Ivelina Pavlova and Maria E. de Boyrie

    Version of Record online : 1 OCT 2014, DOI: 10.1002/fut.21694

  18. On the Intraday Relation Between the VIX and its Futures

    Journal of Futures Markets

    Volume 36, Issue 9, September 2016, Pages: 870–886, Bart Frijns, Alireza Tourani-Rad and Robert I. Webb

    Version of Record online : 27 OCT 2015, DOI: 10.1002/fut.21762

  19. How Does Product Market Competition Interact with Internal Corporate Governance?: Evidence from the Korean Economy

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 377–423, Hee Sub Byun, Ji Hye Lee and Kyung Suh Park

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01077.x

  20. A random walk down the options market

    Journal of Futures Markets

    Volume 32, Issue 6, June 2012, Pages: 505–535, George J. Jiang and Yisong S. Tian

    Version of Record online : 27 APR 2011, DOI: 10.1002/fut.20528