Equilibrium Treasury Bond Futures Pricing in the Presence of Implicit Delivery Options.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 623, doi. 10.1002/fut.3990110510
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1991 AND VI 11 AND IP 5
Results: 10
1
2
A GARCH Examination of the Relationship between Volume and Price Variability in Futures Markets.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 613, doi. 10.1002/fut.3990110509
- By:
- Publication type:
- Article
3
Dual Trading and Futures Market Liquidity: An Analysis of Three Chicago Board of Trade Contract Markets.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 519, doi. 10.1002/fut.3990110502
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- Publication type:
- Article
4
The Relationship between Stock indices and Stock Index Futures from 3:00 to 3:15: A Clarification.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 647, doi. 10.1002/fut.3990110511
- By:
- Publication type:
- Article
5
Do Treasury Bill Futures Rates Satisfy Rational Expectation Properties.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 591, doi. 10.1002/fut.3990110507
- By:
- Publication type:
- Article
6
Estimation of the Optimal Hedge Ration, Expected Utility, and Ordinary Least Squares Regression.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 603, doi. 10.1002/fut.3990110508
- By:
- Publication type:
- Article
7
Futures Market Efficiency: Evidence from Cointegration Tests.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 577, doi. 10.1002/fut.3990110506
- By:
- Publication type:
- Article
8
A Cointegration Test for Market Efficiency.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 567, doi. 10.1002/fut.3990110505
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- Publication type:
- Article
9
Prospects for Hedging Federal Farm Program Budgetary Risks.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 539, doi. 10.1002/fut.3990110503
- By:
- Publication type:
- Article
10
Long Hedgers and Multiple Delivery Specifications on Futures Contracts.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 5, p. 557, doi. 10.1002/fut.3990110504
- By:
- Publication type:
- Article