Journal of Futures Markets: Volume 37, Number 7, July 2017

• Date: 01 July 2017
• Published date: 01 July 2017
• DOI: http://doi.org/10.1002/fut.21814

Volume 37 Number 7 July 2017

FUTURES MARKETS

CONTENTSCONTENTS

T H E J O U R N A L O F

Pricing the CBOE VIX Futures with the Pricing the CBOE VIX Futures with the

Heston–Nandi GARCH Model Heston–Nandi GARCH Model

641641

TIANYI WANG, YIWEN SHEN, YUETING JIANG, TIANYI WANG, YIWEN SHEN, YUETING JIANG, andand ZHUO HUANG ZHUO HUANG

Investor Sentiment and Credit Default Swap Spreads During the Global Investor Sentiment and Credit Default Swap Spreads During the Global

Financial Crisis Financial Crisis

660660

JEEHYE LEE, SOL KIM, JEEHYE LEE, SOL KIM, andand YUEN JUNG PARK YUEN JUNG PARK

Expanding the Explanations for the Return–Volatility Relation Expanding the Explanations for the Return–Volatility Relation

689689

BAKHTEAR TALUKDAR, ROBERT T. DAIGLER, BAKHTEAR TALUKDAR, ROBERT T. DAIGLER, andand A. M. PARHIZGARI A. M. PARHIZGARI

Could the Extended Trading of CSI 300 Index Futures Facilitate Could the Extended Trading of CSI 300 Index Futures Facilitate

Its Role of Price Discovery? Its Role of Price Discovery?

717717

SUNGBIN SOHN SUNGBIN SOHN andand XIAOFENG ZHANG XIAOFENG ZHANG

wileyonlinelibrary.com

Volume 37, Number 7 was mailed the week of June 12, 2017

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