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Updating the estimation of the supply of storage
Zulauf, Carl R.; Zhou, Haijiang; Roberts, Matthew C. - In: The journal of futures markets 26 (2006) 7, pp. 657-676
Persistent link: https://www.econbiz.de/10003331428
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VIX futures
Zhang, Jin E.; Zhu, Yingzi - In: The journal of futures markets 26 (2006) 6, pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
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Too many options? : Theory and evidence on option exchange design
Fehle, Frank - In: The journal of futures markets 26 (2006) 6, pp. 533-570
Persistent link: https://www.econbiz.de/10003319534
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Persistence of volatility in futures markets
Chen, Zhiyao; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 26 (2006) 6, pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
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Asymmetric information and credit quality : evidence from synthetic fixed-rate financing
Simkins, Betty J.; Rogers, Daniel A. - In: The journal of futures markets 26 (2006) 6, pp. 595-626
Persistent link: https://www.econbiz.de/10003319542
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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
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Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie; Jacquier, Eric; Papageorgiou, Nicolas; … - In: The journal of futures markets 29 (2009) 8, pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
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Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong; Joshi, Mark S.; Tang, Robert; Chao Yang - In: The journal of futures markets 29 (2009) 9, pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
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A copula-based regime-switching GARCH model for optimal futures hedging
Lee, Hsiang-tai - In: The journal of futures markets 29 (2009) 10, pp. 946-972
Persistent link: https://www.econbiz.de/10003900947
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Model risk adjusted hedge ratios
Alexander, Carol; Kaeck, Andreas; Nogueira, Leonardo M. - In: The journal of futures markets 29 (2009) 11, pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965