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Hedging with financial futures...
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1
Hedging with financial futures for institutional investors : from theory to practice
Figlewski, Stephen
-
1986
Persistent link: https://www.econbiz.de/10013542525
Saved in:
2
Crisis dynamics of implied default recovery ratios : evidence from Russia and Argentina
Merrick, John J.
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1921-1939
Persistent link: https://www.econbiz.de/10001608863
Saved in:
3
Financial futures markets : structure, pricing and practice
Merrick, John J.
-
1990
Persistent link: https://www.econbiz.de/10004075672
Saved in:
4
Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J.
-
1986
-
2. rev.
Persistent link: https://www.econbiz.de/10004664560
Saved in:
5
Viewing the financial crisis from 20,000 feet up
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 53-61
Persistent link: https://www.econbiz.de/10003852624
Saved in:
6
Future tradings and volatility in the GNMA market
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
36
(
1981
)
2
,
pp. 445-456
Persistent link: https://www.econbiz.de/10003547744
Saved in:
7
Hedging performance and basis risk in stock index futures
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
39
(
1984
)
3
,
pp. 657-669
Persistent link: https://www.econbiz.de/10002165469
Saved in:
8
Information diversity and market behavior
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
37
(
1982
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10002165471
Saved in:
9
The informational effects of restrictions on short sales : some empirical evidence
Figlewski, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
16
(
1981
)
4
,
pp. 463-476
Persistent link: https://www.econbiz.de/10002146824
Saved in:
10
Market "efficiency" in a market with heterogeneous information
Figlewski, Stephen
- In:
Journal of political economy
86
(
1978
)
4
,
pp. 581-597
Persistent link: https://www.econbiz.de/10002146834
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