A time series test of calendar seasonalities in the S&P 500 Index since the introduction of index derivative securities.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 5, p. 511, doi. 10.1002/fut.3990140503
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1994 AND VI 14 AND IP 5
Results: 6
1
2
Nonconstant optimal hedge ratio estimation and nested hypotheses tests.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 5, p. 619, doi. 10.1002/fut.3990140508
- By:
- Publication type:
- Article
3
A nonstationary trinomial model for the valuation of options on treasury bond futures contracts.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 5, p. 597, doi. 10.1002/fut.3990140507
- By:
- Publication type:
- Article
4
The pricing of municipal bond index futures.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 5, p. 575, doi. 10.1002/fut.3990140506
- By:
- Publication type:
- Article
5
Multiple delivery points, pricing dynamics, and hedging effectiveness in futures markets for spatial commodities.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 5, p. 545, doi. 10.1002/fut.3990140505
- By:
- Publication type:
- Article
6
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 5, p. 531, doi. 10.1002/fut.3990140504
- By:
- Publication type:
- Article