Intraday volatility spillovers in the German equity index derivatives markets

By Booth G. Geoffrey   So Raymond W.  

Applied Financial Economics, Vol. 13, Iss. 7, 2003-01 ,pp. : 487-494

Routledge Ltd

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The interactions between trading volume and volatility: evidence from the equity options markets

By Park Tae H.   Switzer Lorne N.   Bedrossian Robert  

Applied Financial Economics, Vol. 9, Iss. 6, 1999-12 ,pp. : 627-637

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Volatility transmission across the term structure of swap markets: international evidence

By Abad Pilar   Novales Alfonso  

Applied Financial Economics, Vol. 14, Iss. 14, 2004-10 ,pp. : 1045-1058

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Modelling the volatility in East European emerging stock markets: evidence on Hungary and Poland

By Poshakwale Sunil   Murinde Victor  

Applied Financial Economics, Vol. 11, Iss. 4, 2001-08 ,pp. : 445-456

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TRANSMISSION OF CONDITIONAL STOCK RETURN VOLATILITY ACROSS NORTH AMERICAN MARKETS: Evidence from Pre- and Post-NAFTA

By Ewing Bradley T.   Payne James E.   Sowell Clifford  

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

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