Works matching IS 02707314 AND DT 1992 AND VI 12 AND IP 6

Results: 7

Variability in Soybean Futures Prices: An Integrated Framework.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 705, doi. 10.1002/fut.3990120609

By:

Streeter, Deborah H.;
Tomek, William G.

Publication type:

Article

Does the S&P 500 Futures Mispricing Series Exhibit Nonlinear Dependence across Time?

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 659, doi. 10.1002/fut.3990120606

By:

Vaidyanathan, Ravi;
Krehbiel, Tim

Publication type:

Article

The Effect of Futures Trading on the Stability of Standard and Poor 500 Returns.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 645, doi. 10.1002/fut.3990120605

By:

Kamara, Avraham;
Miller Jr., Thomas W.;
Siegel, Andrew F.

Publication type:

Article

Optimal Hedging with Futures Contracts: The Case for Fixed-Income Portfolios.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 693, doi. 10.1002/fut.3990120608

By:

Briys, Eric;
Pieptea, Dan

Publication type:

Article

Memories, Heteroscedasticity, and Price Limit in Currency Futures Markets.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 680, doi. 10.1002/fut.3990120607

By:

Wenchi Kao, G.;
Ma, Christopher K.

Publication type:

Article

Bid--Ask Spreads in Financial Futures.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 621, doi. 10.1002/fut.3990120603

By:

Laux, Paul A.;
Senchack Jr., A.J.

Publication type:

Article

Inter-Currency Transmission of Volatility in Foreign Exchange Futures.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 609, doi. 10.1002/fut.3990120602

By:

Najand, Mohammad;
Rahman, Hamid;
Yung, Kenneth

Publication type:

Article