COMMODITY TRADING ADVISORS' LEVERAGE AND REPORTED MARGIN-TO-EQUITY RATIOS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 10, p. 1003, doi. 10.1002/fut.10095
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 10
Results: 5
1
2
ON THE ADEQUACY OF SINGLE-STOCK FUTURES MARGINING REQUIREMENTS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 10, p. 989, doi. 10.1002/fut.10094
- By:
- Publication type:
- Article
3
A FIRST LOOK AT THE EMPIRICAL RELATION BETWEEN SPOT AND FUTURES ELECTRICITY PRICES IN THE UNITED STATES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 10, p. 931, doi. 10.1002/fut.10093
- By:
- Publication type:
- Article
4
LOOKING FOR CONTAGION IN CURRENCY FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 10, p. 957, doi. 10.1002/fut.10092
- By:
- Publication type:
- Article
5
APPROXIMATING AMERICAN OPTION PRICES IN THE GARCH FRAMEWORK.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 10, p. 915, doi. 10.1002/fut.10096
- By:
- Publication type:
- Article