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Financial futures, bank portfolio risk, and accounting
Asay, Michael R. - In: The journal of futures markets 1 (1981) 4, pp. 607-618
Persistent link: https://www.econbiz.de/10001081053
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Accounting for interest rate futures in bank asset-liability management
Goodman, Laurie Sharon - In: The journal of futures markets 3 (1983) 4, pp. 415-427
Persistent link: https://www.econbiz.de/10001085127
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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
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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
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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
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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
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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
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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
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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
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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