Found: 22
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Managing cash flow risk in stock index futures: The tail hedge.
- Published in:
- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 41, doi. 10.3905/jpm.1988.409183
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- Article
DESIGNING A PROPER HEDGE: THEORY VERSUS PRACTICE.
- Published in:
- Journal of Financial Research, 2016, v. 39, n. 2, p. 123, doi. 10.1111/jfir.12091
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- Article
INTRADAY MARKET BEHAVIOR AND THE EXTEND OF FEEDBACK BETWEEN S&P 500 FUTURES PRICES AND THE S&P 500 INDEX.
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- Journal of Financial Research, 1993, v. 16, n. 2, p. 107, doi. 10.1111/j.1475-6803.1993.tb00133.x
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- Article
The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 5, p. 1309, doi. 10.2307/2328529
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- Article
Calendar Spreads, Outright Futures positions, and Risk.
- Published in:
- Journal of Alternative Investments, 2002, v. 5, n. 3, p. 59, doi. 10.3905/jai.2002.59
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- Article
The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 9, p. 837, doi. 10.1002/fut.20544
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- Article
A comment on “A hedging deficiency in eurodollar futures”.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 2, p. 187, doi. 10.1002/fut.20253
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- Article
VOLUME AND VOLATILITY SURROUNDING QUARTERLY REDESIGNATION OF THE LEAD S&P 500 FUTURES CONTRACT.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1119, doi. 10.1002/fut.2202
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- Article
MID-DAY VOLATILITY SPIKES IN U.S. FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 2, p. 195, doi. 10.1002/(SICI)1096-9934(199904)19:2<195::AID-FUT4>3.0.CO;2-C
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- Article
Assessing the intraday relationship between implied and historical volatility.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 323, doi. 10.1002/fut.3990140306
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- Article
Determining the Relevant Fair Value(s) of S&P 500 Futures: A Case Study Approach.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 4, p. 453, doi. 10.1002/fut.3990110405
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- Publication type:
- Article
Yield Opportunities and Hedge Ratio Considerations with Fixed Income Cash-and-Carry Trades.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 6, p. 539, doi. 10.1002/fut.3990090607
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- Article
A Note: Debunking the Myth of the Risk-Free Return.
- Published in:
- Journal of Futures Markets, 1987, v. 7, n. 3, p. 327, doi. 10.1002/fut.3990070308
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- Article
Cash-and-Carry Trading and the Pricing of Treasury Bill Futures.
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- Journal of Futures Markets, 1984, v. 4, n. 2, p. 115, doi. 10.1002/fut.3990040202
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- Article
Update on Hedge Accounting Rules.
- Published in:
- CPA Journal, 2018, v. 88, n. 3, p. 60
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- Article
Disclosures on Derivatives and Hedging Transactions.
- Published in:
- CPA Journal, 2012, v. 82, n. 10, p. 38
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- Article
Paved with Good Intentions.
- Published in:
- CPA Journal, 2009, v. 79, n. 8, p. 6
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- Article
THE ROLE OF MONEY IN THE PURE THEORY OF INTERNATIONAL TRADE: A NOTE.
- Published in:
- American Economist, 1974, v. 18, n. 1, p. 128, doi. 10.1177/056943457401800118
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- Article
"What's Normal In Derivatives Accounting?".
- Published in:
- Financial Executive, 2002, v. 18, n. 5, p. 41
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- Article
Hedge Effectiveness Testing Revisited.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 83, doi. 10.3905/jod.2013.21.1.083
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- Article
Meeting the "Highly Effective Expectation" Criterion for Hedge Accounting.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 79, doi. 10.3905/jod.2000.319136
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- Article
TAILING FUTURES HEDGES/ TAILING SPREADS.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 62, doi. 10.3905/jod.1997.407991
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- Article