Narrow search
Showing 51 - 60 of 865
Cover Image
A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Draper, Paul R.; Fung, Joseph K. W. - In: The journal of futures markets 22 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001646594
Cover Image
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 22 (2002) 11, pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Cover Image
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng; Sutcliffe, Charles M. S. - In: The journal of futures markets 23 (2002) 8, pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Cover Image
Robust estimation of the optimal hedge ratio
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 23 (2002) 8, pp. 799-816
Persistent link: https://www.econbiz.de/10001780635
Cover Image
Minimum capital requirement calculations for UK futures
Cotter, John - In: The journal of futures markets 24 (2004) 2, pp. 193-220
Persistent link: https://www.econbiz.de/10001905059
Cover Image
Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market
Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-571
Persistent link: https://www.econbiz.de/10001509975
Cover Image
Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng; Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 21 (2001) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
Cover Image
Futures hedging when the structure of the underlying asset changes : the case of the BIFFEX contract
Kavussanos, Manolis G.; Nomikos, Nikos K. - In: The journal of futures markets 20 (2000) 8, pp. 775-801
Persistent link: https://www.econbiz.de/10001523757
Cover Image
Pascal spreading of short-term interest rate contracts
Merrick, John J. - In: The journal of futures markets 20 (2000) 10, pp. 889-910
Persistent link: https://www.econbiz.de/10001530839
Cover Image
Comparative pricing of American and European index options : an empirical analysis
Dawson, Paul - In: The journal of futures markets 14 (1994) 3, pp. 363-378
Persistent link: https://www.econbiz.de/10001169796