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Mind the gap : the difference between U.S. and European loan rates
Berg, Tobias; Saunders, Anthony; Steffen, Sascha; … - In: The review of financial studies 30 (2017) 3, pp. 948-987
Persistent link: https://www.econbiz.de/10011749296
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The impact of legal and political institutions on equity trading costs : a cross-country analysis
Eleswarapu, Venkat R.; Venkataraman, Kumar - In: The review of financial studies 19 (2006) 3, pp. 1081-1111
Persistent link: https://www.econbiz.de/10003358409
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Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony - In: The review of financial studies 12 (1999) 2, pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
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Initial margin policy and stochastic volatility in the crude oil futures market
Day, Theodore E. - In: The review of financial studies 10 (1997) 2, pp. 303-332
Persistent link: https://www.econbiz.de/10001220634
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The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.; Jacobs, Kris; Pan, Xuhui - In: The review of financial studies 35 (2022) 2, pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 11, pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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Determinants of trader profits in commodity futures markets
Dewaly, Michaël; Ederington, Louis H.; Fernando, Chitru S. - In: The review of financial studies 26 (2013) 10, pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
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Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The review of financial studies 26 (2013) 5, pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
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New evidence on the financialization of commodity markets
Henderson, Brian J.; Pearson, Neil D.; Wang, Li - In: The review of financial studies 28 (2015) 5, pp. 1285-1311
Persistent link: https://www.econbiz.de/10011338213
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Risk management with supply contracts
Almeida, Heitor; Hankins, Kristine Watson; Williams, Ryan - In: The review of financial studies 30 (2017) 12, pp. 4179-4215
Persistent link: https://www.econbiz.de/10011924566