No. 39-7, July 2019
Index
- Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?
- Corporate risk exposures, disclosure, and derivatives use: A longitudinal study
- Journal of Futures Markets: Volume 39, Number 7, July 2019
- Jump variance risk: Evidence from option valuation and stock returns
- Price discovery in bitcoin spot or futures?
- The impact of the US stock market opening on price discovery of government bond futures
- The quantile dependence of commodity futures markets on news sentiment