Cointegration tests of the unbiased expectations hypothesis in metals markets.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 753, doi. 10.1002/fut.3990130704
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1993 AND VI 13 AND IP 7
Results: 7
1
2
Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 711, doi. 10.1002/fut.3990130702
- By:
- Publication type:
- Article
3
A theoretical comparison of composite index futures contracts.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 821, doi. 10.1002/fut.3990130708
- By:
- Publication type:
- Article
4
Investment performance of public commodity pools: 1979-1980.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 799, doi. 10.1002/fut.3990130707
- By:
- Publication type:
- Article
5
An empirical examination of interest-rate futures prices.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 781, doi. 10.1002/fut.3990130706
- By:
- Publication type:
- Article
6
Reliability of soybean and corn option-based probability assessments.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 765, doi. 10.1002/fut.3990130705
- By:
- Publication type:
- Article
7
Hedging with stock index futures: Estimation and forecasting with error correction model.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 7, p. 743, doi. 10.1002/fut.3990130703
- By:
- Publication type:
- Article