MEAN REVERSION AND THE COMOVEMENT OF EQUILIBRIUM SPOT AND FUTURES PRICES: IMPLICATIONS FROM...
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 8, p. 769, doi. 10.1002/fut.1804
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2001 AND VI 21 AND IP 8
Results: 4
1
2
IDENTIFYING THE FACTORS THAT AFFECT INTEREST-RATE SWAP SPREADS: SOME EVIDENCE FROM THE UNITED...
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 8, p. 737, doi. 10.1002/fut.1803
- By:
- Publication type:
- Article
3
TRANSACTION COSTS AND MARKET QUALITY: OPEN OUTCRY VERSUS ELECTRONIC TRADING.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 8, p. 713, doi. 10.1002/fut.1802
- By:
- Publication type:
- Article
4
THE DEMAND FOR HEDGING WITH FUTURES AND OPTIONS.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 8, p. 693, doi. 10.1002/fut.1801
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- Publication type:
- Article