Catastrophe futures and reinsurance contracts: An incomplete markets approach.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 104, doi. 10.1002/fut.21880
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 1
Results: 8
1
2
Price discovery in dual-class shares across multiple markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 129, doi. 10.1002/fut.21889
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- Publication type:
- Article
3
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 38, doi. 10.1002/fut.21850
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- Publication type:
- Article
4
Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 83, doi. 10.1002/fut.21859
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- Publication type:
- Article
5
Are single stock futures used as an alternative during a short-selling ban?
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 66, doi. 10.1002/fut.21849
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- Publication type:
- Article
6
Need for speed: Hard information processing in a high-frequency world.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 3, doi. 10.1002/fut.21861
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- Publication type:
- Article
7
Time is money: An empirical investigation of delivery behavior in the U.S. T-Bond futures market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 22, doi. 10.1002/fut.21862
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- Publication type:
- Article
8
Journal of Futures Markets: Volume 38, Number 1, January 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 1, p. 1, doi. 10.1002/fut.21868
- Publication type:
- Article