Rolling Over Futures Contracts: A Note.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 203, doi. 10.1002/fut.3990120208
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1992 AND VI 12 AND IP 2
Results: 9
1
2
Hedge Effectiveness: Basis Risk and Minimum–Variance Hedging.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 187, doi. 10.1002/fut.3990120207
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- Publication type:
- Article
3
Ex-Ante Hedging Strategy Selection Using Foreign–Exchange–Rate Forecasting Models.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 219, doi. 10.1002/fut.3990120209
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- Publication type:
- Article
4
Effect of Institutional Realities on Dynamic Hedging Performance for a Grain Producer.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 237, doi. 10.1002/fut.3990120210
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- Publication type:
- Article
5
An Empirical Evaluation of the Extended Mean-Gini Coefficient for Futures Hedging.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 177, doi. 10.1002/fut.3990120206
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- Publication type:
- Article
6
Hedge Period Length and Ex-Ante Futures Hedging Effectiveness: The Case of Foreign-Exchange Risk Cross Hedges.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 163, doi. 10.1002/fut.3990120205
- By:
- Publication type:
- Article
7
Arbitrage and Price Behavior of the Nikkei Stock Index Futures.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 151, doi. 10.1002/fut.3990120204
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- Publication type:
- Article
8
Two-Step Testing Procedure for Price Discovery Role of Futures Prices.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 139, doi. 10.1002/fut.3990120203
- By:
- Publication type:
- Article
9
Dividends and S&P 100 Index Option Valuation.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 2, p. 123, doi. 10.1002/fut.3990120202
- By:
- Publication type:
- Article