Intraday Volatility in the Bond, Foreign Exchange, and Stock Index Futures Markets

Yiuman Tse; Valeria Martinez

doi:10.1002/fut.20315

Intraday Volatility in the Bond, Foreign Exchange, and Stock Index Futures Markets

Yiuman Tse, Valeria Martinez

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Future Markets
Volume	28
DOIs	https://doi.org/10.1002/fut.20315
State	Published - 2008

Disciplines

Business

Access to Document

10.1002/fut.20315License: Unspecified

Cite this

@article{94c6c7eeade44937be1b799df6141805,

title = "Intraday Volatility in the Bond, Foreign Exchange, and Stock Index Futures Markets",

author = "Yiuman Tse and Valeria Martinez",

note = "Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the E‐mini S&P 500 futures contracts traded on a continuous 23‐hour schedule on the Chicago Mercantile Exchange Glob...",

year = "2008",

doi = "10.1002/fut.20315",

language = "American English",

volume = "28",

journal = "Journal of Future Markets",

}

TY - JOUR

T1 - Intraday Volatility in the Bond, Foreign Exchange, and Stock Index Futures Markets

AU - Tse, Yiuman

AU - Martinez, Valeria

N1 - Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the E‐mini S&P 500 futures contracts traded on a continuous 23‐hour schedule on the Chicago Mercantile Exchange Glob...

PY - 2008

Y1 - 2008

UR - https://doi.org/10.1002/fut.20315

U2 - 10.1002/fut.20315

DO - 10.1002/fut.20315

M3 - Article

VL - 28

JO - Journal of Future Markets

JF - Journal of Future Markets

ER -

Intraday Volatility in the Bond, Foreign Exchange, and Stock Index Futures Markets

Disciplines

Access to Document

Other files and links

Cite this