THE FORWARD PRICING FUNCTION OF THE SHIPPING FREIGHT FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 3, p. 353, doi. 10.1002/(SICI)1096-9934(199905)19:3<353::AID-FUT6>3.0.CO;2-6
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- Publication type:
- Article
Works matching IS 02707314 AND DT 1999 AND VI 19 AND IP 3
Results: 6
1
2
MODELING NONLINEAR DYNAMICS OF DAILY FUTURES PRICE CHANGES.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 3, p. 325, doi. 10.1002/(SICI)1096-9934(199905)19:3<325::AID-FUT5>3.0.CO;2-6
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- Article
3
THE DETERMINANTS OF BID-ASK SPREADS IN THE FOREIGN EXCHANGE FUTURES MARKET: A MICROSTRUCTURE ANALYSIS.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 3, p. 307, doi. 10.1002/(SICI)1096-9934(199905)19:3<307::AID-FUT4>3.0.CO;2-5
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- Publication type:
- Article
4
PRICING EURODOLLAR FUTURES OPTIONS WITH THE HO AND LEE AND BLACK, DERMAN, AND TOY MODELS: AN EMPIRICAL COMPARISON.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 3, p. 291, doi. 10.1002/(SICI)1096-9934(199905)19:3<291::AID-FUT3>3.0.CO;2-K
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- Article
5
THE SOYBEAN CRUSH SPREAD: EMPIRICAL EVIDENCE AND TRADING STRATEGIES.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 3, p. 271, doi. 10.1002/(SICI)1096-9934(199905)19:3<271::AID-FUT2>3.0.CO;2-P
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- Article
6
THE TEMPORAL RELATIONSHIP BETWEEN DERIVATIVES TRADING AND SPOT MARKET VOLATILITY IN THE U.K.: EMPIRICAL ANALYSIS AND MONTE CARLO EVIDENCE.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 3, p. 245, doi. 10.1002/(SICI)1096-9934(199905)19:3<245::AID-FUT1>3.0.CO;2-J
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- Publication type:
- Article