Volume 13; Issue 8

Journal of Futures Markets

Volume 13; Issue 8
1

Masthead

Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 97 KB
english, 1993
2

Hedge ratios and basis behavior: An intuitive insight?

Carl E. Shafer
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 682 KB
english, 1993
4

Memory in interest rate futures

Hung-Gay Fung, Wai-Chung Lo
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 423 KB
english, 1993
6

A transactions data analysis of arbitrage between index options and index futures

Jae Ha Lee, Nandkumar Nayar
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 743 KB
english, 1993
7

An alternative formulation on the pricing of foreign currency options

Raymond Chiang, John Okunev
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 261 KB
english, 1993
8

Estimating multiperiod hedge ratios in cointegrated markets

Donald Lien, Xiangdong Luo
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 649 KB
english, 1993
10

A cointegration test for oil futures market efficiency

William J. Crowder, Anas Hamed
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 591 KB
english, 1993
11

Futures bibliography

Robert T. Daigler
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 175 KB
english, 1993