Journal of Futures Markets

Cover image for Vol. 35 Issue 12

Edited By: Robert I. Webb

Impact Factor: 0.542

ISI Journal Citation Reports © Ranking: 2014: 68/88 (Business Finance)

Online ISSN: 1096-9934

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Recently Published Articles

  1. Futures Price Response to Crop Reports in Grain Markets

    Fabio L. Mattos and Rodrigo L. F. Silveira

    Article first published online: 20 NOV 2015 | DOI: 10.1002/fut.21764

  2. Tests on the Monotonicity Properties of KOSPI 200 Options Prices

    Myounghwa Sim, Doojin Ryu and Heejin Yang

    Article first published online: 20 NOV 2015 | DOI: 10.1002/fut.21763

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

    Bart Frijns, Alireza Tourani-Rad and Robert I. Webb

    Article first published online: 27 OCT 2015 | DOI: 10.1002/fut.21762

  4. Heston-Type Stochastic Volatility with a Markov Switching Regime

    Robert J. Elliott, Katsumasa Nishide and Carlton-James U. Osakwe

    Article first published online: 26 OCT 2015 | DOI: 10.1002/fut.21761