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Exchange memberships : an overview of the issues pertaining to the property rights of a bankrupt member and his creditors
Moylan, James J. - In: The journal of futures markets 9 (1989) 5, pp. 461-467
Persistent link: https://www.econbiz.de/10001152257
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Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints
Arias, Joaquín; Brorsen, B. Wade; Harri, Ardian - In: The journal of futures markets 20 (2000) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10001485234
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Options on troubled stock
Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
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Funds protections : an overview of what happens when a commodity brokker becomes insolvent
Tueting, William F.; King, Christopher Q. - In: The journal of futures markets 7 (1987) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10003601532
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Equity option implied probability of default and equity recovery rate
Chang, Bo Young; Orosi, Greg - In: The journal of futures markets 37 (2017) 6, pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
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Price limits, margin requirements, and default risk
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: The journal of futures markets 20 (2000) 6, pp. 573-602
Persistent link: https://www.econbiz.de/10001509977
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Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François; Boudreault, Mathieu; … - In: The journal of futures markets 44 (2024) 1, pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
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Credit default swaps and firm risk
Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
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A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr; Fan, Chen-Chiang; Liu, Liang-Chih; … - In: The journal of futures markets 42 (2022) 12, pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
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How do firms hedge in financial distress?
Dudley, Evan; Andrén, Niclas; Jankensgård, Håkan - In: The journal of futures markets 42 (2022) 7, pp. 1324-1351
Persistent link: https://www.econbiz.de/10013287960