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~isPartOf:"The journal of futures markets"
~subject:"Commodity exchange"
~subject:"CAPM"
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The journal of futures markets
Advances in futures and options research : a research annual
11
Discussion paper / B
6
The journal of finance : the journal of the American Finance Association
6
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5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Model Development, muRisQ Advisory, March 2022
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ECONIS (ZBW)
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1
In search of the convexity adjustment : evidence from the sterling futures and IMM FRA markets
Poskitt, Russell
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 617-633
Persistent link: https://www.econbiz.de/10003715112
Saved in:
2
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10001447801
Saved in:
3
A nonstationary trinomial model for the valuation of options on treasury bond futures contracts
Ronn, Ehud I.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 597-617
Persistent link: https://www.econbiz.de/10001169815
Saved in:
4
The pricing of minicipal bond index futures
Hamilton, Thomas R.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
Saved in:
5
Arbitrage free pricing of interest rate futures and forward contracts
Flesaker, Bjorn
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10001136841
Saved in:
6
Averaging and deferred payment yield agreements
Ritchken, Peter H.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001136843
Saved in:
7
Pricing interest rate futures options with futures-style margining
Chen, Ren-Raw
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001136844
Saved in:
8
Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
Saved in:
9
The impact of delivery options on futures prices : a survey
Chance, Don M.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 123-155
Persistent link: https://www.econbiz.de/10001141890
Saved in:
10
European options on bond futures : a closed form solution
Feldman, David
- In:
The journal of futures markets
13
(
1993
)
3
,
pp. 325-333
Persistent link: https://www.econbiz.de/10001145990
Saved in:
11
The distribution of standardized futures price changes
Venkateswaran, Meenakshi
- In:
The journal of futures markets
13
(
1993
)
3
,
pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
Saved in:
12
An empirical examination of interest-rate futures prices
Chen, Andrew H.
- In:
The journal of futures markets
13
(
1993
)
7
,
pp. 781-797
Persistent link: https://www.econbiz.de/10001152227
Saved in:
13
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001124218
Saved in:
14
Trading noise, adverse selection, and intraday bid-ask spreads in futures markets
Ma, Christopher K.
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 519-538
Persistent link: https://www.econbiz.de/10001129994
Saved in:
15
Equilibrium treasury bond futures pricing in the presence of implict delivery options
Gay, Gerald D.
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 623-645
Persistent link: https://www.econbiz.de/10001110854
Saved in:
16
Daily trading estimates for treasury bond futures contract prices
LaBarge, Karin P.
- In:
The journal of futures markets
8
(
1988
)
5
,
pp. 533-561
Persistent link: https://www.econbiz.de/10001134541
Saved in:
17
Golden turtle tracks : in search of unexploited profits in gold spreads
Poitras, Geoffrey
- In:
The journal of futures markets
7
(
1987
)
4
,
pp. 397-412
Persistent link: https://www.econbiz.de/10001149585
Saved in:
18
Treasury bond futures : valuing the delivery options
Arak, Marcelle V.
- In:
The journal of futures markets
7
(
1987
)
3
,
pp. 269-286
Persistent link: https://www.econbiz.de/10001149625
Saved in:
19
Option expirations and treasury bond futures prices
Bhattacharya, Anand K.
- In:
The journal of futures markets
7
(
1987
)
1
,
pp. 49-64
Persistent link: https://www.econbiz.de/10001149655
Saved in:
20
The relative efficiency of the gold and Treasury bill futures markets
Monroe, Margaret A.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 477-493
Persistent link: https://www.econbiz.de/10001135408
Saved in:
21
Effects of the Economic Recovery Tax Act of 1981 on futures market volume
Kahl, Kandice H.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 239-246
Persistent link: https://www.econbiz.de/10001128565
Saved in:
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