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Customer protection in futures and securities markets
Fischel, Daniel R. - In: The journal of futures markets 4 (1984) 3, pp. 273-295
Persistent link: https://www.econbiz.de/10001082856
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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S. - In: The journal of futures markets 16 (1996) 2, pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
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The effect of multiple listings on the bid-ask spread in option markets : the case of Montreal Exchange
Khoury, Nabil T.; Fischer, Klaus P. - In: The journal of futures markets 22 (2002) 10, pp. 939-957
Persistent link: https://www.econbiz.de/10001696753
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A. - In: The journal of futures markets 31 (2011) 7, pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
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A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
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Determinants of agricultural futures price volatilities : evidence from Winnipeg Commodity Exchange
Khoury, Nabil T. - In: The journal of futures markets 13 (1993) 4, pp. 345-356
Persistent link: https://www.econbiz.de/10001145983
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The informational content of the basis : evidence from Canadian barley, oats, and canola futures markets
Khoury, Nabil T. - In: The journal of futures markets 11 (1991) 1, pp. 69-80
Persistent link: https://www.econbiz.de/10001101541
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Hedging short-term interest risk under time-varying distributions
Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783
Persistent link: https://www.econbiz.de/10001190088