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By Ewing Bradley T.   Payne James E.   Sowell Clifford  

The International Trade Journal, Vol. 15, Iss. 4, 2001-10 ,pp. : 409-427

Routledge Ltd

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Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures

By McMillan David G.   Speight Alan E. H.  

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Volatility transmission across currencies and stock markets: GIIPS in crisis

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Applied Financial Economics, Vol. 24, Iss. 19, 2014-10 ,pp. : 1261-1283

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Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

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Applied Financial Economics, Vol. 12, Iss. 3, 2002-03 ,pp. : 183-192

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An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case

By Tomé Calado João Paulo   Medeiros Garcia Maria Teresa   Mendes Pereira Sérgio Emanuel Tomé  

Applied Financial Economics, Vol. 15, Iss. 13, 2005-09 ,pp. : 907-913

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