Journal of Futures Markets

Cover image for Vol. 33 Issue 7

Edited By: Robert I. Webb

Impact Factor: 0.462

ISI Journal Citation Reports © Ranking: 2011: 61/86 (Business Finance)

Online ISSN: 1096-9934

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Recently Published Articles

  1. Multiscale Stochastic Volatility with the Hull–White Rate of Interest

    Jeong-Hoon Kim, Ji-Hun Yoon and Seok-Hyon Yu

    Article first published online: 14 JUN 2013 | DOI: 10.1002/fut.21625

  2. Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets

    Joakim Westerlund and Paresh Narayan

    Article first published online: 10 JUN 2013 | DOI: 10.1002/fut.21624

  3. Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes

    Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang

    Article first published online: 7 JUN 2013 | DOI: 10.1002/fut.21629

  4. Editor's Note (page 695)

    Article first published online: 22 MAY 2013 | DOI: 10.1002/fut.21619

  5. Price Discovery in Futures and Options Markets

    Naomi Boyd and Peter Locke

    Article first published online: 21 MAY 2013 | DOI: 10.1002/fut.21623

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