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  1. International Journal of Financial Markets and Derivatives
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  3. 2021 Vol.8 No.1
International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2021 Vol.8 No.1


Pages Title and author(s)
1-22Informed trading or liquidity trading: a theoretical formulation
Rebecca Abraham
DOI: 10.1504/IJFMD.2021.113866
23-49Liquidity in high resolution in limit order markets
Sudhanshu Pani
DOI: 10.1504/IJFMD.2021.113844
50-64Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices
Carla Gomes Costa De Souza; Fernando Antonio Lucena Aiube
DOI: 10.1504/IJFMD.2021.113858
65-78Co-skewness, co-kurtosis and their implications on asset pricing of cryptocurrencies
Nagy Bálint Zsolt; Benedek Botond
DOI: 10.1504/IJFMD.2021.113860
79-99Volatility transmissions between commodity futures contracts in short, medium and long term
Mathias Schneid Tessmann; Régis Augusto Ely; Mário Duarte Canever
DOI: 10.1504/IJFMD.2021.113870

 

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