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Results: 1-25/433
Authors:
Flamouris, D
Giamouridis, D
Citation: D. Flamouris et D. Giamouridis, Estimating implied PDFs from American options on futures: A new semiparametric approach, J FUT MARK, 22(1), 2002, pp. 1-30
Authors:
Draper, P
Fung, JKW
Citation: P. Draper et Jkw. Fung, A study of arbitrage efficiency between the FTSE-100 Index futures and options contracts, J FUT MARK, 22(1), 2002, pp. 31-58
Authors:
Mahul, O
Citation: O. Mahul, Hedging in futures and options markets with basis risk, J FUT MARK, 22(1), 2002, pp. 59-72
Authors:
Chang, CC
Chung, SL
Yu, MT
Citation: Cc. Chang et al., Valuation and hedging of differential swaps, J FUT MARK, 22(1), 2002, pp. 73-94
Authors:
Theobald, M
Yallup, P
Citation: M. Theobald et P. Yallup, Mean reversion and basis dynamics, J FUT MARK, 21(9), 2001, pp. 797-818
Authors:
Guo, WY
Citation: Wy. Guo, Maximum entropy in option pricing: A convex-spline smoothing method, J FUT MARK, 21(9), 2001, pp. 819-832
Authors:
Bhar, R
Citation: R. Bhar, Return and volatility dynamics in the spot and futures markets in Australia: An intervention analysis in a bivariate EGARCH-X framework, J FUT MARK, 21(9), 2001, pp. 833-850
Authors:
Chaboud, A
LeBaron, B
Citation: A. Chaboud et B. Lebaron, Foreign-exchange trading volume and Federal Reserve intervention, J FUT MARK, 21(9), 2001, pp. 851-860
Authors:
Hamori, S
Hamori, N
Anderson, DA
Citation: S. Hamori et al., An empirical analysis of the efficiency of the Osaka rice market during Japan's Tokugawa era, J FUT MARK, 21(9), 2001, pp. 861-874
Authors:
Frechette, DL
Citation: Dl. Frechette, The demand for hedging with futures and options, J FUT MARK, 21(8), 2001, pp. 693-712
Authors:
Tse, Y
Zabotina, TV
Citation: Y. Tse et Tv. Zabotina, Transaction costs and market quality: Open outcry versus electronic trading, J FUT MARK, 21(8), 2001, pp. 713-735
Authors:
Lekkos, I
Milas, C
Citation: I. Lekkos et C. Milas, Identifying the factors that affect interest-rate swap spreads: Some evidence from the United States and the United Kingdom, J FUT MARK, 21(8), 2001, pp. 737-768
Authors:
Zeng, TA
Citation: Ta. Zeng, Mean reversion and the comovement of equilibrium spot and futures prices: Implications from alternative data-generating processes, J FUT MARK, 21(8), 2001, pp. 769-796
Authors:
Breuer, W
Gurtler, M
Citation: W. Breuer et M. Gurtler, Hedging in incomplete markets: An approximation procedure for practical application, J FUT MARK, 21(7), 2001, pp. 599-631
Authors:
Rahman, S
Citation: S. Rahman, The introduction of derivatives on the Dow Jones industrial average and their impact on the volatility of component stocks, J FUT MARK, 21(7), 2001, pp. 633-653
Authors:
Cakici, N
Zhu, JT
Citation: N. Cakici et Jt. Zhu, Pricing eurodollar futures options with the Heath-Jarrow-Morton model, J FUT MARK, 21(7), 2001, pp. 655-680
Authors:
Lien, D
Citation: D. Lien, A note on loss aversion and futures hedging, J FUT MARK, 21(7), 2001, pp. 681-692
Authors:
Luo, GY
Citation: Gy. Luo, Natural selection and market efficiency in a futures market with random shocks, J FUT MARK, 21(6), 2001, pp. 489-516
Authors:
Ederington, L
Lee, JH
Citation: L. Ederington et Jh. Lee, Intraday volatility in interest-rate and foreign-exchange markets: ARCH, announcement, and seasonality effects, J FUT MARK, 21(6), 2001, pp. 517-552
Authors:
Hart, CE
Babcock, BA
Hayes, DJ
Citation: Ce. Hart et al., Livestock revenue insurance, J FUT MARK, 21(6), 2001, pp. 553-580
Authors:
Chen, SS
Lee, CF
Shrestha, K
Citation: Ss. Chen et al., On a mean-generalized semivariance approach to determining the hedge ratio, J FUT MARK, 21(6), 2001, pp. 581-598
Authors:
Webb, RI
Citation: Ri. Webb, Special issue on trading - Editor's note, J FUT MARK, 21(5), 2001, pp. 393-393
Authors:
Mitchell, J
Citation: J. Mitchell, Clustering and psychological barriers: The importance of numbers, J FUT MARK, 21(5), 2001, pp. 395-428
Authors:
Frechette, DL
Weaver, RD
Citation: Dl. Frechette et Rd. Weaver, Heterogeneous expectations of traders in speculative futures markets, J FUT MARK, 21(5), 2001, pp. 429-446
Authors:
Simon, DP
Wiggins, RA
Citation: Dp. Simon et Ra. Wiggins, S&P futures returns and contrary sentiment indicators, J FUT MARK, 21(5), 2001, pp. 447-462