Price transmission and information asymmetry in Bund futures markets: LIFFE vs. DTB.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 87, doi. 10.1002/fut.3990150108
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1995 AND VI 15 AND IP 1
Results: 7
1
2
Analysis of spreads in agricultural futures.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 69, doi. 10.1002/fut.3990150107
- By:
- Publication type:
- Article
3
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 61, doi. 10.1002/fut.3990150106
- By:
- Publication type:
- Article
4
A risk-return measure of hedging effectiveness: A simplification.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 39, doi. 10.1002/fut.3990150104
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- Publication type:
- Article
5
Mixed manipulation strategies in commodity futures markets.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 13, doi. 10.1002/fut.3990150103
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- Publication type:
- Article
6
Exporting and hedging decisions with a forward currency market: The multiperiod case.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 1, doi. 10.1002/fut.3990150102
- By:
- Publication type:
- Article
7
Price limits as an explanation of thin-tailedness in pork bellies futures prices.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 1, p. 45, doi. 10.1002/fut.3990150105
- By:
- Publication type:
- Article