HEDGING PERFORMANCE OF SHRIMP FUTURES CONTRACTS WITH MULTIPLE DELIVERABLE GRADES.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 8, p. 957
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1999 AND VI 19 AND IP 8
Results: 6
1
2
RIGHT ARBITRAGE OPPORTUNITIES IN PETROLEUM FUTURES SPREADS.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 8, p. 931, doi. 10.1002/(SICI)1096-9934(199912)19:8<931::AID-FUT5>3.0.CO;2-L
- By:
- Publication type:
- Article
3
PRICE DISCOVERY AND VOLATILITY SPILLOVERS IN THE DJIA INDEX AND FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 8, p. 911, doi. 10.1002/(SICI)1096-9934(199912)19:8<911::AID-FUT4>3.0.CO;2-Q
- By:
- Publication type:
- Article
4
VOLATILITY AND MATURITY EFFECTS IN THE NIKKEI INDEX FUTURES.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 8, p. 895, doi. 10.1002/(SICI)1096-9934(199912)19:8<895::AID-FUT3>3.0.CO;2-C
- By:
- Publication type:
- Article
5
HEDGING WITH MISMATCHED CURRENCIES.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 8, p. 859, doi. 10.1002/(SICI)1096-9934(199912)19:8<859::AID-FUT1>3.0.CO;2-A
- By:
- Publication type:
- Article
6
CONTEMPORARY AND LONG-RUN CORRELATIONS: A COVARIANCE COMPONENT MODEL AND STUDIES ON THE S&P 500 CASH AND FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 1999, v. 19, n. 8, p. 877, doi. 10.1002/(SICI)1096-9934(199912)19:8<877::AID-FUT2>3.0.CO;2-B
- By:
- Publication type:
- Article