Works matching IS 02707314 AND DT 1996 AND VI 16 AND IP 9
Results: 6
REGULATORY COMPETITION AND THE EFFICIENCY OF ALTERNATIVE DERIVATIVE PRODUCT MARGINING SYSTEMS.
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- Journal of Futures Markets, 1996, v. 16, n. 9, p. 943, doi. 10.1002/(SICI)1096-9934(199612)16:8<943::AID-FUT6>3.0.CO;2-M
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THE PREDICTIVE POWER OF IMPLIED STOCHASTIC VARIANCE FROM CURRENCY OPTIONS.
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- Journal of Futures Markets, 1996, v. 16, n. 9, p. 915, doi. 10.1002/(SICI)1096-9934(199612)16:8<915::AID-FUT5>3.0.CO;2-P
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NORMAL BACKWARDATION IN SHORT-TERM INTEREST RATE FUTURES MARKETS.
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- Journal of Futures Markets, 1996, v. 16, n. 9, p. 899, doi. 10.1002/(SICI)1096-9934(199612)16:8<899::AID-FUT4>3.0.CO;2-H
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DID OPTION TRADERS ANTICIPATE THE CRASH? EVIDENCE FROM VOLATILITY SMILES IN THE U.K. WITH U.S. COMPARISONS.
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- Journal of Futures Markets, 1996, v. 16, n. 9, p. 881, doi. 10.1002/(SICI)1096-9934(199612)16:8<881::AID-FUT3>3.0.CO;2-I
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THE FED FUNDS FUTURES RATE AS A PREDICTOR OF FEDERAL RESERVE POLICY.
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- Journal of Futures Markets, 1996, v. 16, n. 9, p. 865, doi. 10.1002/(SICI)1096-9934(199612)16:8<865::AID-FUT2>3.0.CO;2-K
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INTEREST-RATE OPTION PRICING REVISITED.
- Published in:
- Journal of Futures Markets, 1996, v. 16, n. 9, p. 859, doi. 10.1002/(SICI)1096-9934(199612)16:8<859::AID-FUT1>3.0.CO;2-L
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