//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Extending Fama-French Factors...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
797
United States
774
Commodity exchange
184
Warenbörse
184
Derivat
164
Derivative
164
Volatility
135
Volatilität
135
Hedging
129
Index futures
124
Index-Futures
124
Theorie
116
Theory
116
Commodity derivative
99
Rohstoffderivat
99
Interest rate derivative
97
Zinsderivat
97
Börsenkurs
94
Share price
94
Estimation
84
Schätzung
84
Currency derivative
65
Währungsderivat
65
Public bond
56
Öffentliche Anleihe
56
Option trading
50
Optionsgeschäft
50
Option pricing theory
47
Optionspreistheorie
47
Sojabohne
44
Soybean
44
Capital income
35
Kapitaleinkommen
35
Ankündigungseffekt
32
Announcement effect
32
Efficient market hypothesis
31
Effizienzmarkthypothese
31
Aktienindex
30
CAPM
30
Getreide
30
more ...
less ...
Online availability
All
Undetermined
54
Free
2
Type of publication
All
Article
816
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
794
Aufsatz in Zeitschrift
794
Collection of articles of several authors
2
Reprint
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Case study
1
Conference paper
1
Conference proceedings
1
Fallstudie
1
Konferenzbeitrag
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
808
Undetermined
10
Author
All
Brorsen, B. Wade
12
Daigler, Robert T.
9
Locke, Peter R.
9
Wang, George H. K.
9
Edwards, Franklin R.
8
Kolb, Robert W.
8
Lien, Da-hsiang Donald
8
Tse, Yiuman
8
Gay, Gerald D.
7
Kurov, Alexander
7
Schneeweis, Thomas
7
Bali, Turan G.
6
Chatrath, Arjun
6
Fung, Hung-gay
6
Irwin, Scott H.
6
Kahl, Kandice H.
6
Krehbiel, Timothy L.
6
Ma, Christopher K.
6
Milonas, Nikolaos T.
6
Simon, David P.
6
Whaley, Robert E.
6
Chang, Eric Chieh
5
Frino, Alex
5
Hayenga, Marvin L.
5
Koch, Timothy W.
5
Martell, Terrence F.
5
Sultan, Jahangir
5
Webb, Robert I.
5
Zhang, Jin E.
5
Adkins, Lee Chester
4
Bollen, Nicolas P. B.
4
Cakici, Nusret
4
Cornell, Bradford
4
Dutt, Hans R.
4
Ederington, Louis H.
4
Farris, Paul L.
4
Fishe, Raymond P. H.
4
García, Philip
4
Haigh, Michael S.
4
Hegde, Shantaram P.
4
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Published in...
All
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
11,873
NBER working paper series
4,121
The American economic review
2,418
Discussion paper / Centre for Economic Policy Research
2,080
Discussion paper series / IZA
1,865
NBER Working Paper
1,856
American journal of agricultural economics
1,547
The journal of finance : the journal of the American Finance Association
1,502
The review of economics and statistics
1,468
Applied economics
1,417
The review of financial studies
1,400
Working paper
1,370
Journal of banking & finance
1,081
Economics letters
966
Economic review
943
IZA Discussion Papers
929
Finance and economics discussion series
906
Southern economic journal
905
Journal of financial economics
890
CESifo working papers
885
IMF working papers
885
Economic inquiry : journal of the Western Economic Association International
882
Monthly labor review : MLR
859
National tax journal
852
Journal of money, credit and banking : JMCB
838
Journal of financial and quantitative analysis : JFQA
832
Journal of human resources : JHR
773
Journal of political economy
713
The journal of economic perspectives : EP ; a journal of the American Economic Association
712
The quarterly journal of economics
654
The journal of law & economics
649
Journal of monetary economics
634
Challenge
633
Journal of international money and finance
629
Journal of business research : JBR
626
Applied economics letters
622
American economic journal : a journal of the American Economic Association
612
Business horizons
606
Health affairs : at the intersection of health, health care, and policy
600
more ...
less ...
Source
All
ECONIS (ZBW)
818
Showing
1
-
10
of
818
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear asymmetric models of the short-term interest rate
Demirtas, K. Ozgur
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 869-894
Persistent link: https://www.econbiz.de/10003356477
Saved in:
2
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
3
Information content of the Fed Fund rates
Sultan, Jahangir
- In:
The journal of futures markets
25
(
2005
)
8
,
pp. 753-774
Persistent link: https://www.econbiz.de/10003012125
Saved in:
4
Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
Saved in:
5
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
6
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
7
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
Saved in:
8
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
Saved in:
9
Pricing stock index futures with stochastic interest rates
Cakici, Nusret
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001109935
Saved in:
10
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->