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Put-call parity and arbitrage...
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Showing
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date (oldest first)
1
An application of
arbitrage
pricing theory to futures markets : tests of normal backwardation
Ehrhardt, Michael C.
- In:
The journal of futures markets
7
(
1987
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10001149664
Saved in:
2
Information in the term structure of commodity-specific interest rates in the Chicago wheat futures market
Kim, Hun
-
1990
Persistent link: https://www.econbiz.de/10000842403
Saved in:
3
Agricultural options : trading puts and calls in the new
grain
and livestock futures markets
Angell, George
-
1986
Persistent link: https://www.econbiz.de/10000698970
Saved in:
4
Volatility spillovers in US crude oil, ethanol, and corn futures markets
Trujillo-Barrera, Andrés
;
Mallory, Mindy
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
37
(
2012
)
2
,
pp. 247-262
Persistent link: https://www.econbiz.de/10009675250
Saved in:
5
To prevent the sale of cotton and
grain
in future markets : hearings before the Committee on Agriculture and Forestry, United States Senate sixty-ninth congress first session on S....
1926
Persistent link: https://www.econbiz.de/10003257525
Saved in:
6
Trading-hour and day-of-the-week effects in
grain
futures returns
Liu, Shi-Miin
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 861-896
Persistent link: https://www.econbiz.de/10001169327
Saved in:
7
The informational content of USDA crop reports : impacts on uncertainty and expectations in
grain
futures markets
McNew, Kevin Patrick
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 475-492
Persistent link: https://www.econbiz.de/10001169790
Saved in:
8
Analysis of spreads in agricultural futures
Barrett, W. B.
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001178114
Saved in:
9
The effect of futures markets and corners on storage and spot price variability
Netz, Janet S.
- In:
American journal of agricultural economics
77
(
1995
)
1
,
pp. 182-193
Persistent link: https://www.econbiz.de/10001180487
Saved in:
10
Efficiency tests of July Kansas City wheat futures
Kastens, Terry L.
- In:
Journal of agricultural and resource economics : JARE ; …
21
(
1996
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001213210
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