Yield curve risks in currency carry forwards.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 651, doi. 10.1002/fut.22091
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 4
Results: 10
1
2
Futures market hedging efficiency in a new futures exchange: Effects of trade partner diversification.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 617, doi. 10.1002/fut.22088
- By:
- Publication type:
- Article
3
The untold story of commodity futures in China.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 671, doi. 10.1002/fut.22087
- By:
- Publication type:
- Article
4
Estimating the connectedness of commodity futures using a network approach.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 598, doi. 10.1002/fut.22086
- By:
- Publication type:
- Article
5
Speculative pressure.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 575, doi. 10.1002/fut.22085
- By:
- Publication type:
- Article
6
Intraday time‐series momentum: Evidence from China.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 632, doi. 10.1002/fut.22084
- By:
- Publication type:
- Article
7
Pricing and integration of credit default swap index tranches.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 503, doi. 10.1002/fut.22082
- By:
- Publication type:
- Article
8
Efficient trinomial trees for local‐volatility models in pricing double‐barrier options.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 556, doi. 10.1002/fut.22080
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 40, Number 4, April 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 501, doi. 10.1002/fut.22026
- Publication type:
- Article
10
Volatility term structures in commodity markets.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 4, p. 527, doi. 10.1002/fut.22083
- By:
- Publication type:
- Article