A note on the performance of regime switching hedge strategy.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 4, p. 389, doi. 10.1002/fut.20520
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 4
Results: 4
1
2
Options on federal funds futures and interest rate volatility.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 4, p. 330, doi. 10.1002/fut.20524
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- Publication type:
- Article
3
Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 4, p. 360, doi. 10.1002/fut.20522
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- Publication type:
- Article
4
Types of liquidity and limits to arbitrage-the case of credit default swaps.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 4, p. 301, doi. 10.1002/fut.20518
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- Publication type:
- Article