Reply to “A comment on 'A hedging deficiency in eurodollar futures'”.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 2, p. 195, doi. 10.1002/fut.20254
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Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 2
Results: 5
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Trend derivatives: Pricing, hedging, and application to executive stock options.
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- Journal of Futures Markets, 2007, v. 27, n. 2, p. 151, doi. 10.1002/fut.20233
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- Article
3
Turn-of-the-month and intramonth effects: Explanation from the important macroeconomic news announcements.
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- Journal of Futures Markets, 2007, v. 27, n. 2, p. 105, doi. 10.1002/fut.20244
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- Article
4
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis.
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- Journal of Futures Markets, 2007, v. 27, n. 2, p. 127, doi. 10.1002/fut.20248
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- Publication type:
- Article
5
A comment on “A hedging deficiency in eurodollar futures”.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 2, p. 187, doi. 10.1002/fut.20253
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- Publication type:
- Article