No. 40-4, April 2020
Index
- Efficient trinomial trees for local‐volatility models in pricing double‐barrier options
- Estimating the connectedness of commodity futures using a network approach
- Futures market hedging efficiency in a new futures exchange: Effects of trade partner diversification
- Intraday time‐series momentum: Evidence from China
- Journal of Futures Markets: Volume 40, Number 4, April 2020
- Pricing and integration of credit default swap index tranches
- Speculative pressure
- The untold story of commodity futures in China
- Volatility term structures in commodity markets
- Yield curve risks in currency carry forwards