Zmienność kursu CHF/PLN a obroty kontraktami futures na CHF/PLN na GPW w Warszawie
The Relationship Between Volatility of CHF/PLN Rate and Trading Volume of CHF/PLN Futures on the Warsaw Stock Exchange

Summary/Abstract: The paper examines the relationship between the return volatility of CHF/PLN rate, the return volatility of CHF/PLN futures and level of trading volume of these futures on the WSE for the period of January 2011 to March 2015. The research has proved that the indicators of analyzed volatilities and their correlation were exceptionally high in the third quarter of 2011 and the first quarter of 2015 as so was trading volume. However, correlation coefficients have indicated a weak relationship between return volatility and trading volume of CHF/PLN futures in long term.

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