A new look at the forward premium 'puzzle'.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 7, p. 599, doi. 10.1002/fut.20486
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 7
Results: 4
1
2
Oil volatility and the option value of waiting: An analysis of the G-7.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 7, p. 679, doi. 10.1002/fut.20492
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- Publication type:
- Article
3
Derivatives do affect mutual fund returns: Evidence from the financial crisis of 1998.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 7, p. 629, doi. 10.1002/fut.20489
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- Publication type:
- Article
4
Convexity meets replication: Hedging of swap derivatives and annuity options.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 7, p. 659, doi. 10.1002/fut.20488
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- Publication type:
- Article