DERIVATIVES AND THE PRICE OF RISK.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 7, p. 839, doi. 10.1002/(SICI)1096-9934(199710)17:7<839::AID-FUT6>3.0.CO;2-O
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1997 AND VI 17 AND IP 7
Results: 6
1
2
OUT-OF-SAMPLE HEDGING EFFECTIVENESS OF CURRENCY FUTURES FOR ALTERNATIVE MODELS AND HEDGING STRATEGIES.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 7, p. 817, doi. 10.1002/(SICI)1096-9934(199710)17:7<817::AID-FUT5>3.0.CO;2-Q
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- Publication type:
- Article
3
THE INTRADAY PRICING EFFICIENCY OF HONG KONG HANG SENG INDEX OPTIONS AND FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 7, p. 797, doi. 10.1002/(SICI)1096-9934(199710)17:7<797::AID-FUT4>3.0.CO;2-I
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- Publication type:
- Article
4
USING DERIVATIVES IN MAJOR CURRENCIES FOR CROSS-HEDGING CURRENCY RISKS IN ASIAN EMERGING MARKETS.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 7, p. 781, doi. 10.1002/(SICI)1096-9934(199710)17:7<781::AID-FUT3>3.0.CO;2-J
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- Publication type:
- Article
5
TRADING VOLUME AND TRANSACTION COSTS IN FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 7, p. 757, doi. 10.1002/(SICI)1096-9934(199710)17:7<757::AID-FUT2>3.0.CO;2-M
- By:
- Publication type:
- Article
6
PROGRAM TRADING, NONPROGRAM TRADING, AND MARKET VOLATILITY.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 7, p. 733, doi. 10.1002/(SICI)1096-9934(199710)17:7<733::AID-FUT1>3.0.CO;2-O
- By:
- Publication type:
- Article