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A comparative analysis of futures contract margins
Gay, Gerald D. - In: The journal of futures markets 6 (1986) 2, pp. 307-324
Persistent link: https://www.econbiz.de/10001135448
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Commodity exchange seat prices
Chiang, Raymond - In: Review of futures markets 6 (1987) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001166002
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Trader rationality in the exercise of futures options
Gay, Gerald D. - In: Journal of financial economics 23 (1989) 2, pp. 339-361
Persistent link: https://www.econbiz.de/10001076049
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Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W. - In: The journal of futures markets 2 (1982) 3, pp. 217-229
Persistent link: https://www.econbiz.de/10001080719
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Managing foreign interest rate risk
Kolb, Robert W. - In: The journal of futures markets 2 (1982) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10001080929
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Removing bias in duration based hedging models : a note
Gay, Gerald D. - In: The journal of futures markets 4 (1984) 2, pp. 225-228
Persistent link: https://www.econbiz.de/10001082993
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Macro versus micro futures hedges at commercial banks
Kolb, Robert W. - In: The journal of futures markets 4 (1984) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10001083015
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The performance of live cattle futures as predictors of subsequent spot prices
Kolb, Robert W. - In: The journal of futures markets 3 (1983) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001085159
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A pricing anomaly in Treasury Bill futures
Kolb, Robert W. - In: The journal of financial research 8 (1985) 2, pp. 157-167
Persistent link: https://www.econbiz.de/10001019938
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Regulation, regulatory lag, and the use of futures markets
Kolb, Robert W.; Morin, Roger A.; Gay, Gerald D. - In: The journal of finance : the journal of the American … 38 (1983) 2, pp. 405-418
Persistent link: https://www.econbiz.de/10003557004