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A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
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Current issues in accounting for derivatives
Carpenter, Jennifer N. - In: The journal of derivatives : the official publication … 3 (1996) 3, pp. 65-71
Persistent link: https://www.econbiz.de/10001202806
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Insurance derivatives : a new asset class for the capital markets and a new hedging tool for the insurance industry
Canter, Michael S. - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 89-104
Persistent link: https://www.econbiz.de/10001214070
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Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul John - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
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Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
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The impact of the Taxpayer Relief Act of 1997 on derivatives transactions
Anson, Mark J. P. - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 62-72
Persistent link: https://www.econbiz.de/10001246675
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Long-term structural price relationships in futures markets
Chaudhry, Mukesh - In: The journal of derivatives : the official publication … 5 (1998) 3, pp. 45-59
Persistent link: https://www.econbiz.de/10001242385
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Financial derivatives : actions needed to protect the financial system ; the Government Accounting Office report on derivatives regulation: a synopsis and commentary
In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 80-89
Persistent link: https://www.econbiz.de/10001219328