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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh; Faff, Robert W. - In: The journal of futures markets 24 (2004) 6, pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
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Hedging foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.; Holt, Matthew T. - In: The journal of futures markets 22 (2002) 12, pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
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The introduction of derivatives on the Dow Jones Industrial Average and their impact on the volatility of component stocks
Rahman, Shafiqur - In: The journal of futures markets 21 (2001) 7, pp. 633-653
Persistent link: https://www.econbiz.de/10001588268
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Mean reversion and the comovement of equilibrium spot and futures prices : implications from alternative data-generating processes
Zeng, Tian - In: The journal of futures markets 21 (2001) 8, pp. 769-796
Persistent link: https://www.econbiz.de/10001591754
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Limits to linear price behavior : futures prices regulated by limits
Hall, Anthony D.; Kofman, Paul - In: The journal of futures markets 21 (2001) 5, pp. 463-488
Persistent link: https://www.econbiz.de/10001603197
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Investor sentiment and return predictability in agricultural futures markets
Wang, Changyun - In: The journal of futures markets 21 (2001) 10, pp. 929-952
Persistent link: https://www.econbiz.de/10001613569
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Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael; Sarno, Lucio - In: The journal of futures markets 22 (2002) 4, pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
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Modeling seasonality in agricultural commodity futures
Sørensen, Carsten - In: The journal of futures markets 22 (2002) 5, pp. 393-426
Persistent link: https://www.econbiz.de/10001678504
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Index futures leadership, basis behavior, and trader selectivity
Chatrath, Arjun; Christie-David, Rohan; Dhanda, … - In: The journal of futures markets 22 (2002) 7, pp. 649-677
Persistent link: https://www.econbiz.de/10001678541
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The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio; Valente, Giorgio - In: The journal of futures markets 20 (2000) 7, pp. 603-624
Persistent link: https://www.econbiz.de/10001523738