THE COMPONENTS OF INTEREST RATE SWAP SPREADS: THEORY AND INTERNATIONAL EVIDENCE.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 4, p. 347, doi. 10.1002/fut.10065
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 4
Results: 4
1
2
OPTION VOLUME AND VOLATILITY RESPONSE TO SCHEDULED ECONOMIC NEWS RELEASES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 4, p. 315, doi. 10.1002/fut.10064
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- Publication type:
- Article
3
VOLATILITY AND TRADING DEMANDS IN STOCK INDEX FUTURES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 4, p. 399, doi. 10.1002/fut.10067
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- Publication type:
- Article
4
FUTURES HEDGING UNDER MARK-TO-MARKET RISK.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 4, p. 389, doi. 10.1002/fut.10068
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- Publication type:
- Article