Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market

By McMillan David G.   Speight Alan E. H.  

Applied Financial Economics, Vol. 16, Iss. 13, 2006-09 ,pp. : 959-972

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.  

Applied Financial Economics, Vol. 13, Iss. 8, 2003-01 ,pp. : 599-607

Routledge Ltd

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The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK

By Butterworth Darren   Holmes Phil  

Applied Financial Economics, Vol. 11, Iss. 1, 2001-02 ,pp. : 57-68

Routledge Ltd

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Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model

By Tsuji Chikashi  

Applied Financial Economics Letters, Vol. 3, Iss. 2, 2007-03 ,pp. : 77-83

Routledge Ltd

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The dynamics of bond yields and the stock index - with an application to the UK stock and bond market

By Jakobsen Jan Bo   Sørensen Carsten  

Applied Financial Economics, Vol. 13, Iss. 5, 2003-01 ,pp. : 387-399

Routledge Ltd

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