A NOTE ON A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 7, p. 867, doi. 10.1002/(SICI)1096-9934(199810)18:7<867::AID-FUT6>3.0.CO;2-9
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1998 AND VI 18 AND IP 7
Results: 6
1
2
ARE REGRESSION APPROACH FUTURES HEDGE RATIOS STATIONARY?
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 7, p. 851, doi. 10.1002/(SICI)1096-9934(199810)18:7<851::AID-FUT5>3.0.CO;2-V
- By:
- Publication type:
- Article
3
THE EXCHANGE RATE CRISIS OF SEPTEMBER 1992 AND THE PRICING OF ITALIAN FINANCIAL FUTURES.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 7, p. 827, doi. 10.1002/(SICI)1096-9934(199810)18:7<827::AID-FUT4>3.0.CO;2-J
- By:
- Publication type:
- Article
4
ASYMMETRIC INFORMATION IN COMMODITY FUTURES MARKETS: THEORY AND EMPIRICAL EVIDENCE.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 7, p. 803, doi. 10.1002/(SICI)1096-9934(199810)18:7<803::AID-FUT3>3.0.CO;2-#
- By:
- Publication type:
- Article
5
AN ANALYSIS OF THE PROFILES AND MOTIVATIONS OF HABITUAL COMMODITY SPECULATORS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 7, p. 765, doi. 10.1002/(SICI)1096-9934(199810)18:7<765::AID-FUT2>3.0.CO;2-U
- By:
- Publication type:
- Article
6
THE PROFITABILITY OF INDEX FUTURES ARBITRAGE: EVIDENCE FROM BID-ASK QUOTES.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 7, p. 743, doi. 10.1002/(SICI)1096-9934(199810)18:7<743::AID-FUT1>3.0.CO;2-4
- By:
- Publication type:
- Article