Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 4
Results: 10
Yield curve risks in currency carry forwards.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 651, doi. 10.1002/fut.22091
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- Article
Futures market hedging efficiency in a new futures exchange: Effects of trade partner diversification.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 617, doi. 10.1002/fut.22088
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- Article
The untold story of commodity futures in China.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 671, doi. 10.1002/fut.22087
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- Article
Estimating the connectedness of commodity futures using a network approach.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 598, doi. 10.1002/fut.22086
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Speculative pressure.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 575, doi. 10.1002/fut.22085
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Intraday time‐series momentum: Evidence from China.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 632, doi. 10.1002/fut.22084
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- Article
Volatility term structures in commodity markets.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 527, doi. 10.1002/fut.22083
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Pricing and integration of credit default swap index tranches.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 503, doi. 10.1002/fut.22082
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- Article
Efficient trinomial trees for local‐volatility models in pricing double‐barrier options.
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- Journal of Futures Markets, 2020, v. 40, n. 4, p. 556, doi. 10.1002/fut.22080
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- Article
Journal of Futures Markets: Volume 40, Number 4, April 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 501, doi. 10.1002/fut.22026
- Publication type:
- Article