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Short-term market efficiency in the futures markets : TOPIX futures and 10-year JGB futures

Rentzler, Joel Conrad; Tandon, Kishore; Yu, Susana - In: Global finance journal 16 (2006) 3, pp. 330-353

Persistent link: https://www.econbiz.de/10003322329

Employing financial futures to increase the return on near cash (Treasury Bill) investments

Elton, Edwin J. - In: Management science : journal of the Institute for … 31 (1985) 3, pp. 293-300

Persistent link: https://www.econbiz.de/10001015704

Intra-day tests of the efficiency of the Treasury Bill futures market

Elton, Edwin J. - In: Selected writings on futures markets : explorations in …, (pp. 339-351). 1985

Persistent link: https://www.econbiz.de/10001305660

Intra-day tests of the efficiency of the treasury bill futures market

Elton, Edwin; Gruber, Martin; Rentzler, Joel - 1982

Persistent link: https://www.econbiz.de/10003151405

Valuation of American options on foreign currency : preliminary draft

Shastri, Kuldeep; Tandon, Kishore - 1984 - Rev

Persistent link: https://www.econbiz.de/10000703956

An empirical test of a valuation model for American options on futures contracts

Shastri, Kuldeep - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 4, pp. 377-392

Persistent link: https://www.econbiz.de/10001019453

Options on futures contracts : a comparison of European and American pricing models

Shastri, Kuldeep - In: The journal of futures markets 6 (1986) 4, pp. 593-618

Persistent link: https://www.econbiz.de/10001135348

Investigating ICAPM in International Futures Markets

Bali, Turan G. - 2012

This paper investigates the significance of an intertemporal relation between expected return and risk for the futures markets. The paper not only takes a look at the domestic futures, but the relationship between conditional risk and return is examined in international futures markets as well....

Persistent link: https://www.econbiz.de/10013116933