Journal of Futures Markets: Volume 37, Number 10, October 2017

• Date: 01 October 2017
• DOI: http://doi.org/10.1002/fut.21817
• Published date: 01 October 2017

Volume 37 Number 10 October 2017

FUTURES MARKETS

CONTENTSCONTENTS

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

Special Issue from the 5th International Conference on Futures Special Issue from the 5th International Conference on Futures

and Other Derivatives Marketsand Other Derivatives Markets

Editor’s Note Editor’s Note

963963

ROBERT I. WEBBROBERT I. WEBB

The Joint Credit Risk of UK Global-Systemically Important Banks The Joint Credit Risk of UK Global-Systemically Important Banks

964964

MARIO CERRATO, JOHN CROSBY, MINJOO KIM, MARIO CERRATO, JOHN CROSBY, MINJOO KIM, andand YANG ZHAO YANG ZHAO

The Dynamic Correlations Between the G7 Economies and China: Evidence The Dynamic Correlations Between the G7 Economies and China: Evidence

from Both Realized and Implied Volatilities from Both Realized and Implied Volatilities

989989

XINGGUO LUO XINGGUO LUO andand XUYUANDA QI XUYUANDA QI

Index Futures Trading and Spot Volatility in China: A Semiparametric Index Futures Trading and Spot Volatility in China: A Semiparametric

Approach with Range-Based Proxies Approach with Range-Based Proxies

10031003

NA TAN, YULEI PENG, YANCHU LIU, NA TAN, YULEI PENG, YANCHU LIU, andand ZHEWEN PAN ZHEWEN PAN

The Eff ects of Investor Attention on Commodity Futures Markets The Eff ects of Investor Attention on Commodity Futures Markets

10311031

LIYAN HAN, ZIYING LI, LIYAN HAN, ZIYING LI, andand LIBO YIN LIBO YIN

Volume 37, Number 10 was mailed the week of September 11, 2017

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