Volatility and liquidity in futures markets
By: by Peter R. Locke and Asani Sarkar
Contributors: Sarkar, Asani; Federal Reserve Bank of New York
Series: Research paper -- no. 9612; Research paper (Federal Reserve Bank of New York) -- no. 9612
Publisher: Federal Reserve Bank of New York
Published: 1996
Place of publication: New York, N.Y
Language: eng
Number of pages: 28
Subjects: Futures; Mathematical models
Notes: "May 1996."

"Previous version April 1996"--added title page.

Includes bibliographical references (p. 27-28).