1 University Blvd.
St Louis, MO 63121
University of Missouri at Saint Louis
cross-asset predictability, time-series momentum, options straddle returns, crude oil market, international stock markets
SOFR, LIBOR, target fed funds rate
Cross-Listings, Market Microstructure, Market Quality
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: IRFI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
cointegration, clustering, EGARCH, heteroskedasticity, spillover
File name: fire12007.pdf
index speculation, commodity prices, intraday data
Relative pricing, arbitrage, cointegration, pairs trading, forecasting
Overnight returns, Volatility, VaR, Index ETFs and futures
Return Seasonality, Foreign Exchange Market, Currency Futures, Trading Strategies
Extended trading, Chinese index markets
momentum, futures pricing, international asset allocation
Risk management, Derivatives, Enterprise risk management, Firm value
currency and commodity futures markets
File name: FIRE.pdf
asymmetric volatility, skewness, coskewness, downside risk, international futures
Asset pricing, financial markets and macroeconomy, information and market efficiency
Uncovered interest parity, carry trade, CDS
This page was processed by aws-apollo1 in 0.487 seconds