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~isPartOf:"The journal of futures markets"
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USA
797
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774
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184
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184
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160
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160
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128
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8
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Tse, Yiuman
8
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7
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7
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7
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6
Chatrath, Arjun
6
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6
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6
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6
Ma, Christopher K.
6
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6
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5
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5
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5
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5
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5
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5
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4
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4
Cakici, Nusret
4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
11,421
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3,697
The American economic review
2,387
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1,890
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1,873
American journal of agricultural economics
1,542
The journal of finance : the journal of the American Finance Association
1,454
The review of economics and statistics
1,451
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1,420
The review of financial studies
1,376
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1,224
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1,218
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928
IZA Discussion Papers
912
Economics letters
891
Southern economic journal
891
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Economic inquiry : journal of the Western Economic Association International
878
Monthly labor review : MLR
868
Finance and economics discussion series
865
National tax journal
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Journal of financial economics
841
CESifo working papers
818
Journal of financial and quantitative analysis : JFQA
809
Journal of human resources : JHR
777
Journal of money, credit and banking : JMCB
745
The journal of economic perspectives : EP ; a journal of the American Economic Association
700
Journal of political economy
692
The quarterly journal of economics
652
The journal of law & economics
648
Challenge
633
American economic journal : a journal of the American Economic Association
607
Health affairs : at the intersection of health, health care, and policy
599
Business horizons
595
ILR review : the journal of work and policy
594
Journal of public economics
569
Journal of labor economics
546
Journal of monetary economics
535
European journal of operational research : EJOR
533
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ECONIS (ZBW)
797
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797
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1
A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo
;
Milla, Carlos
;
Severino, Felipe
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
Saved in:
2
An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
Saved in:
3
A test of the Samuelson hypothesis using realized range
Kalev, Petko S.
;
Huu Nhan Duong
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
Saved in:
4
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
5
Interdealer inference and price discovery
Huang, Tzu-man
;
Locke, Peter R.
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Saved in:
6
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
7
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
8
Realized volatility and correlation in energy futures markets
Wang, T'ao
;
Wu, Jingtao
;
Yang, Jian
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 993-1011
Persistent link: https://www.econbiz.de/10003769949
Saved in:
9
The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
Saved in:
10
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
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