Works matching IS 02707314 AND DT 1996 AND VI 16 AND IP 4
Results: 5
DERIVATIVES USAGE AND INTEREST RATE RISK OF LARGE BANKING FIRMS.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 4, p. 459, doi. 10.1002/(SICI)1096-9934(199606)16:4<459::AID-FUT6>3.0.CO;2-H
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- Article
OPTIMUM FUTURES HEDGES WITH JUMP RISK AND STOCHASTIC BASIS.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 4, p. 441, doi. 10.1002/(SICI)1096-9934(199606)16:4<441::AID-FUT5>3.0.CO;2-I
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- Article
EX ANTE BASIS RISK IN THE LIVE HOG FUTURES CONTRACT: HAS HEDGERS' RISK INCREASED?
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 4, p. 421, doi. 10.1002/(SICI)1096-9934(199606)16:4<421::AID-FUT4>3.0.CO;2-K
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- Article
A FURTHER INVESTIGATION OF THE LEAD-LAG RELATIONSHIP RETWEEN THE CASH MARKET AND STOCK INDEX FUTURES MARKET WITH THE USE OF BID/ASK QUOTES: THE CASE OF FRANCE.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 4, p. 405, doi. 10.1002/(SICI)1096-9934(199606)16:4<405::AID-FUT3>3.0.CO;2-M
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- Article
TRADING COSTS AND THE RELATIVE RATES OF PRICE DISCOVERY IN STOCK, FUTURES, AND OPTION MARKETS.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 4, p. 353, doi. 10.1002/(SICI)1096-9934(199606)16:4<353::AID-FUT1>3.0.CO;2-H
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- Article