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On inverse carrying charges and spatial arbitrage JOURNAL ARTICLE published April 2007 in Journal of Futures Markets |
Pricing stock index futures with stochastic interest rates JOURNAL ARTICLE published August 1991 in Journal of Futures Markets |
The stock closing calland futures price behavior: Evidence from the Taiwan futures market JOURNAL ARTICLE published October 2007 in Journal of Futures Markets |
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns JOURNAL ARTICLE published September 2008 in Journal of Futures Markets |
Finnish turn‐of‐the‐month effects: Returns, volume, and implied volatiliy JOURNAL ARTICLE published September 1995 in Journal of Futures Markets |
JOURNAL ISSUE published June 2007 in Journal of Futures Markets |
A note on estimating the benefit of a composite hedge JOURNAL ARTICLE published July 2008 in Journal of Futures Markets |
In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets JOURNAL ARTICLE published July 2008 in Journal of Futures Markets |
Equity swaps in a LIBOR market model JOURNAL ARTICLE published September 2007 in Journal of Futures Markets |
Valuation of floating range notes in a LIBOR market model JOURNAL ARTICLE published July 2008 in Journal of Futures Markets |
Who has an edge in trading index derivatives? JOURNAL ARTICLE published March 2023 in Journal of Futures Markets |
Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method JOURNAL ARTICLE published July 2023 in Journal of Futures Markets Research funded by Australian Research Council (DP190102674) |
JOURNAL ISSUE published July 2023 in Journal of Futures Markets |
JOURNAL ISSUE published April 2023 in Journal of Futures Markets |
Probability weighting in commodity futures markets JOURNAL ARTICLE published April 2023 in Journal of Futures Markets Research funded by Natural Science Foundation of Zhejiang Province (Q23G010015) |
Journal of Futures Markets: Volume 40, Number 2, February 2020 JOURNAL ARTICLE published February 2020 in Journal of Futures Markets |
Long-term information, short-lived securities JOURNAL ARTICLE published May 2006 in Journal of Futures Markets |
JOURNAL ISSUE published November 2010 in Journal of Futures Markets |
Institutional quality and sovereign credit default swap spreads JOURNAL ARTICLE published June 2019 in Journal of Futures Markets Research funded by National Natural Science Foundation of China (71571106,71773027) |
JOURNAL ISSUE published June 2001 in Journal of Futures Markets |