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An immunization strategy for futures contracts on government securities
Chambers, Donald Robert - In: The journal of futures markets 4 (1984) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001082998
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A note on estimating the minimum extended Gini hedge ratio
Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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Out of sample effectiveness of a joint commodity and currency hedge : the case of soybean meal in Italy
Braga, Francesco S. - In: The journal of futures markets 10 (1990) 3, pp. 229-245
Persistent link: https://www.econbiz.de/10001128019
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Venturing into uncharted territory : an extensible implied volatility surface model
François, Pascal; Galarneau-Vincent, Rémi; Gauthier, … - In: The journal of futures markets 42 (2022) 10, pp. 1912-1940
Persistent link: https://www.econbiz.de/10013465829
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Liquidity without volume
Clyman, Dana Ross - In: The journal of futures markets 17 (1997) 3, pp. 247-277
Persistent link: https://www.econbiz.de/10001296570
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Liquidity without volume
Clyman, Dana Ross - In: The journal of futures markets 18 (1998) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10001296572
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Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: The journal of futures markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: The journal of futures markets 43 (2023) 12, pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
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Efficiency tests in the Spanish futures markets
Lee, Chun I.; Mathur, Ike - In: The journal of futures markets 19 (1999) 1, pp. 59 -77
Persistent link: https://www.econbiz.de/10001377560