PRICE VOLATILITY AND FUTURES MARGINS.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 1, p. 81, doi. 10.1002/(SICI)1096-9934(199602)16:1<81::AID-FUT5>3.0.CO;2-D
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1996 AND VI 16 AND IP 1
Results: 5
1
2
PUT -- CALL PARITIES AND THE VALUE OF EARLY EXERCISE FOR PUT OPTIONS ON A PERFORMANCE INDEX.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 1, p. 71, doi. 10.1002/(SICI)1096-9934(199602)16:1<71::AID-FUT4>3.0.CO;2-E
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- Publication type:
- Article
3
TEMPORAL RELATIONSHIPS AND DYNAMIC INTERACTIONS BETWEEN SPOT AND FUTURES STOCK MARKETS.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 1, p. 55, doi. 10.1002/(SICI)1096-9934(199602)16:1<55::AID-FUT3>3.0.CO;2-G
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- Publication type:
- Article
4
THE DUAL LISTING OF STOCK INDEX FUTURES: ARBITRAGE, SPREAD ARBITRAGE, AND CURRENCY RISK.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 1, p. 29, doi. 10.1002/(SICI)1096-9934(199602)16:1<29::AID-FUT2>3.0.CO;2-J
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- Publication type:
- Article
5
ENERGY SHOCKS AND FINANCIAL MARKETS.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 1, p. 1, doi. 10.1002/(SICI)1096-9934(199602)16:1<1::AID-FUT1>3.0.CO;2-Q
- By:
- Publication type:
- Article