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DEFAULT RISK AND THE DIFFERENCE BETWEEN FORWARD AND FUTURES MARKETS: AN EMPIRICAL CASE-STUDY.

WEINER, R.J. - Graduate School of Business, Columbia University - 1991

Persistent link: https://www.econbiz.de/10005783460

A FURTHER EXAMINATION OF THE RISK/RETURN CHARACTERISTICS OF PORTFOLIOS COMBINING COMMODITY FUTURES CONTRACTS WITH COMMON STOCKS.

HERBST, A.F.; MCCORMACK, J.P. - Graduate School of Business, Columbia University - 1988

Persistent link: https://www.econbiz.de/10005783461

TRADING MECHANISM, SPECULATIVE BEHAVIOR OF INVESTORS, AND THE VOLATILITY OF PRICES: SPOT VERSUS FUTURES.

PARK, H.Y. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005783462

Is Normal Backwardation Normal?

Kolb, R.W. - Graduate School of Business, Columbia University - 1991

Persistent link: https://www.econbiz.de/10005783463

COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.

LEHMANN, B.N. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005783464

The Electronic Order Book and Automated Trade Execution in the Furure Market.

Wang, J.; Domowitz, I. - Graduate School of Business, Columbia University - 1991

Persistent link: https://www.econbiz.de/10005783465

Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns.

Vassalou, M. - Graduate School of Business, Columbia University - 1999

We test for the pricing of exchange rate and foreign inflation risk in equities. Our tests are motivated by the empirical implications of the models of Solnik (1974b) as revised by Sercu (1980), Grauer, Litzenberger, and Stehle (1976), and Adler and Dumas (1983). Both exchange rate and foreign...

Persistent link: https://www.econbiz.de/10005478440

Option and Non-Use of Environmental Assets.

Chichilnisky, G.; Heal, G; Beltratti, A. - Graduate School of Business, Columbia University - 1992

Persistent link: https://www.econbiz.de/10005478441

Global Environment and North-South Trade.

Chichilnisky, G. - Graduate School of Business, Columbia University - 1993

Persistent link: https://www.econbiz.de/10005478442

Existence and Optimality of a General Equilibrium with Endogenous Uncertainty.

Chichilnisky, G. - Graduate School of Business, Columbia University - 1992

Persistent link: https://www.econbiz.de/10005478443