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Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein; Li, Ying - In: The journal of futures markets 29 (2009) 11, pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
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The performance of VIX option pricing models : empirical evidence beyond simulation
Wang, Zhiguang; Daigler, Robert T. - In: The journal of futures markets 31 (2011) 3, pp. 251-281
Persistent link: https://www.econbiz.de/10008908399
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On the informational role of Treasury bill futures
Hegde, Shantaram P. - In: The journal of futures markets 6 (1986) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
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An empirical evaluation of treasury-bill futures market efficiency : evidence from forecast efficiency tests
MacDonald, S. Scott - In: The journal of futures markets 13 (1993) 2, pp. 199-211
Persistent link: https://www.econbiz.de/10001141883
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Hedging with forecasting : a state-space approach to modeling vector-valued time series
Vukina, Tomislav - In: The journal of futures markets 12 (1992) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10001125673
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Forecasting accuracy and development of a financial market : the Treasury bill futures market
Kamara, Avraham - In: The journal of futures markets 10 (1990) 4, pp. 397-405
Persistent link: https://www.econbiz.de/10001128008
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Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L. - In: The journal of futures markets 14 (1994) 5, pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
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The forecasting performance of livestock futures prices : a comparison to USDA expert predictions
Irwin, Scott H. - In: The journal of futures markets 14 (1994) 7, pp. 861-875
Persistent link: https://www.econbiz.de/10001171170
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Are T-bill futures good forecasters of interest rates?
Howard, Charles T. - In: The journal of futures markets 2 (1982) 4, pp. 305-315
Persistent link: https://www.econbiz.de/10001080712
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The performance of live cattle futures as predictors of subsequent spot prices
Kolb, Robert W. - In: The journal of futures markets 3 (1983) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001085159