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Volume 26; Issue 2
Main
Journal of Futures Markets
Volume 26; Issue 2
Journal of Futures Markets
Volume 26; Issue 2
1
Decimalization, trading costs, and information transmission between ETFs and index futures
Robin K. Chou
,
Huimin Chung
Journal:
Journal of Futures Markets
Year:
2006
Language:
english
File:
PDF, 160 KB
Your tags:
english, 2006
2
Jumping hedges: An examination of movements in copper spot and futures markets
Wing H. Chan
,
Denise Young
Journal:
Journal of Futures Markets
Year:
2006
Language:
english
File:
PDF, 307 KB
Your tags:
english, 2006
3
The Chinese interbank repo market: An analysis of term premiums
Longzhen Fan
,
Chu Zhang
Journal:
Journal of Futures Markets
Year:
2006
Language:
english
File:
PDF, 305 KB
Your tags:
english, 2006
4
A random coefficient autoregressive Markov regime switching model for dynamic futures hedging
Hsiang-Tai Lee
,
Jonathan K. Yoder
,
Ron C. Mittelhammer
,
Jill J. McCluskey
Journal:
Journal of Futures Markets
Year:
2006
Language:
english
File:
PDF, 392 KB
Your tags:
english, 2006
5
A hedging deficiency in eurodollar futures
Don M. Chance
Journal:
Journal of Futures Markets
Year:
2006
Language:
english
File:
PDF, 145 KB
Your tags:
english, 2006
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