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FX futures invariance

20250 citationsJournal Article

Authors

Torben G. Andersen · Northwestern University

Oleg Bondarenko · University of Illinois Chicago

Eleni Gousgounis · Commodity Futures Trading Commission

Esen Onur · Commodity Futures Trading Commission

Topics & Keywords

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Econometrics

Volume 254, pp. 106165-106165

DOI: 10.1016/j.jeconom.2025.106165

Field-Weighted Citation Impact: 0.00

FX futures invariance | Researchclopedia