No. 38-10, October 2018
Index
- Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors
- Editor's Note
- From funding liquidity to market liquidity: Evidence from the index options market
- Information about price and volatility jumps inferred from options prices
- Journal of Futures Markets: Volume 38, Number 10, October 2018
- Policy impact on volatility dynamics in commodity futures markets: Evidence from China
- Price discovery in short‐term interest rate markets: Futures versus swaps
- Price discovery in the Chinese gold market