Volume 22; Issue 4

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Journal of Futures Markets
Volume 22; Issue 4

Journal of Futures Markets

Volume 22; Issue 4

1

Mean reversion in stock index futures markets: A nonlinear analysis

Michael Monoyios, Lucio Sarno

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 204 KB

english, 2002

2

Complements or substitutes? Equivalent futures contract markets—the case of corn and soybean futures on U.S. and Japanese exchanges

Mark E. Holder, R. Daniel Pace, Michael J. Tomas III

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 116 KB

english, 2002

3

On the enhanced convergence of standard lattice methods for option pricing

Martin Widdicks, Ari D. Andricopoulos, David P. Newton, Peter W. Duck

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 200 KB

english, 2002

4

Delivery risk and the hedging role of options

Donald Lien, Kit Pong Wong

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 157 KB

english, 2002

5

What to do if a dollar is not a dollar? The impact of inflation risk on production and risk management

Axel F. A. Adam-Müller

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 123 KB

english, 2002

6

Substitution between revenue futures and price futures contracts: A note

David A. Hennessy

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 65 KB

english, 2002

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