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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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An empirical test of the effect of basis risk on cash market positions
Netz, Janet S. - 1995
Persistent link: https://www.econbiz.de/10000907696
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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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American exchange options and a put-call transformation
Bjerksund, Petter; Stensland, Gunnar - 1992
Persistent link: https://www.econbiz.de/10000879786
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Is intervention a signal of future monetary policy? : Evidence from the federal funds futures market
Fatum, Rasmus; Hutchison, Michael M. - 1996
Persistent link: https://www.econbiz.de/10000946402
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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa; Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000963925
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Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978435
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Derivatives risks, old and new
Figlewski, Stephen - 1998
Persistent link: https://www.econbiz.de/10000981146
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Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998
Persistent link: https://www.econbiz.de/10000988606
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Estimating the adverse selection cost in markets with multiple informed traders
Chakravarty, Sugato; Sarkar, Asani; Wu, Lifan - 1997
Persistent link: https://www.econbiz.de/10000988954