Narrow search
Showing 1 - 10 of 866
Cover Image
An empirical analysis of commodity pricing
Heaney, Richard A. - In: The journal of futures markets 26 (2006) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
Cover Image
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Cover Image
A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A. - In: The journal of futures markets 31 (2011) 7, pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
Cover Image
Price discovery in the aluminium market
Figuerola-Ferretti, Isabel; Harris, Lawrence E. - In: The journal of futures markets 25 (2005) 10, pp. 967-988
Persistent link: https://www.econbiz.de/10003185603
Cover Image
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi; Li, Jinliang; Zhang, Wei - In: The journal of futures markets 25 (2005) 6, pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Cover Image
Did option traders anticipate the crash? : Evidence from volatility smiles in the UK with US comparisons
Gemmill, Gordon - In: The journal of futures markets 16 (1996) 8, pp. 881-897
Persistent link: https://www.econbiz.de/10001209795
Cover Image
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
Cover Image
Interdependencies between agricultural commodity futures prices on the LIFFE
Dawson, Philip J.; White, Ben - In: The journal of futures markets 22 (2002) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10001646623
Cover Image
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Cover Image
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio; Valente, Giorgio - In: The journal of futures markets 20 (2000) 7, pp. 603-624
Persistent link: https://www.econbiz.de/10001523738