JOURNAL ARTICLE
The role of futures trading activity in exchange rate volatility
Arjun ChatrathSanjay RamchanderFrank M. Song
Year: 1996 Journal: Journal of Futures Markets Vol: 16 (5)Pages: 561-584 Publisher: Wiley
Keywords:
Futures contract Library science Citation State (computer science) Management History Economics Computer science Financial economics
Metrics
14
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.47
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Market Dynamics and Volatility
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Financial Markets and Investment Strategies
Social Sciences → Economics, Econometrics and Finance → Finance
Related Documents
JOURNAL ARTICLE
The role of futures trading activity in exchange rate volatility
Arjun ChatrathSanjay RamchanderFrank M. Song
Journal: Journal of Futures Markets Year: 1996 Vol: 16 (5)Pages: 561-584
JOURNAL ARTICLE
The role of futures trading activity in exchange rate volatility
Chatrath, ARamchander, SSong, F
Journal: The HKU Scholars Hub (University of Hong Kong) Year: 2012
JOURNAL ARTICLE
The relationship between futures trading activity and exchange rate volatility, revisited
Journal: Journal of Multinational Financial Management Year: 2006 Vol: 17 (2)Pages: 95-111
JOURNAL ARTICLE
VIX Futures Trading Activity and Volatility
Journal: SSRN Electronic Journal Year: 2013
JOURNAL ARTICLE
Futures Commitments and Exchange Rate Volatility
Journal: Journal of Business Finance & Accounting Year: 1998 Vol: 25 (3-4)Pages: 501-520