Decimalization, trading costs, and information transmission between ETFs and index futures.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 131, doi. 10.1002/fut.20189
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 2
Results: 5
1
2
Jumping hedges: An examination of movements in copper spot and futures markets.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 169, doi. 10.1002/fut.20190
- By:
- Publication type:
- Article
3
A random coefficient autoregressive Markov regime switching model for dynamic futures hedging.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 103, doi. 10.1002/fut.20193
- By:
- Publication type:
- Article
4
The Chinese interbank repo market: An analysis of term premiums.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 153, doi. 10.1002/fut.20191
- By:
- Publication type:
- Article
5
A hedging deficiency in eurodollar futures.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 2, p. 189, doi. 10.1002/fut.20194
- By:
- Publication type:
- Article