Editor's Note.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 289, doi. 10.1002/fut.22194
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 3
Results: 8
1
2
Hedging operating and financing risk with financial derivatives during the global financial crisis.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 384, doi. 10.1002/fut.22174
- By:
- Publication type:
- Article
3
Derivatives use and the value of cash holdings: Evidence from the U.S. oil and gas industry.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 361, doi. 10.1002/fut.22173
- By:
- Publication type:
- Article
4
The traders' rule and long‐term options.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 406, doi. 10.1002/fut.22170
- By:
- Publication type:
- Article
5
Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 325, doi. 10.1002/fut.22169
- By:
- Publication type:
- Article
6
Estimation of stochastic volatility and option prices.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 349, doi. 10.1002/fut.22168
- By:
- Publication type:
- Article
7
Semivariance and semiskew risk premiums in currency markets.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 290, doi. 10.1002/fut.22160
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 41, Number 3, March 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 3, p. 287, doi. 10.1002/fut.22134
- Publication type:
- Article