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

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Business

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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...",

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journal = "Journal of Future Markets",

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AU - Martinez, Valeria

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JO - Journal of Future Markets

JF - Journal of Future Markets

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

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