Narrow search
Showing 1 - 10 of 24
Cover Image
Back to the future : futures margins in a future credit default swap index futures market
Byström, Hans N. E. - In: The journal of futures markets 27 (2007) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10003493001
Cover Image
The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor - In: The journal of futures markets 42 (2022) 3, pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Cover Image
Credit default swaps and firm risk
Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Cover Image
Estimation of physical intensity models for default risk
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 29 (2009) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10003831056
Cover Image
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Cover Image
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Cover Image
Portfolio insurance with stock index futures
Merrick, John J. - In: The journal of futures markets 8 (1988) 4, pp. 441-455
Persistent link: https://www.econbiz.de/10001134550
Cover Image
Evaluating the performance of stock portfolios with index futures contracts
Brooks, Robert - In: The journal of futures markets 8 (1988) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10001134573
Cover Image
Investment decision making with index futures and index futures options
Brooks, Robert - In: The journal of futures markets 9 (1989) 2, pp. 143-162
Persistent link: https://www.econbiz.de/10001066575
Cover Image
Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191