Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 2
Results: 5
Decimalization, trading costs, and information transmission between ETFs and index futures.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 131, doi. 10.1002/fut.20189
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- Article
Jumping hedges: An examination of movements in copper spot and futures markets.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 169, doi. 10.1002/fut.20190
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- Article
The Chinese interbank repo market: An analysis of term premiums.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 153, doi. 10.1002/fut.20191
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- Article
A random coefficient autoregressive Markov regime switching model for dynamic futures hedging.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 103, doi. 10.1002/fut.20193
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- Publication type:
- Article
A hedging deficiency in eurodollar futures.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 189, doi. 10.1002/fut.20194
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- Article