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How do firms hedge in financial distress?
Dudley, Evan; Andrén, Niclas; Jankensgård, Håkan - In: The journal of futures markets 42 (2022) 7, pp. 1324-1351
Persistent link: https://www.econbiz.de/10013287960
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Trading volume and transaction costs in futures markets
Wang, George H. K. - In: The journal of futures markets 17 (1997) 7, pp. 757-780
Persistent link: https://www.econbiz.de/10001228473
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Volume relationships among types of traders in the financial futures markets
Wiley, Marilyn K. - In: The journal of futures markets 18 (1998) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10001234358
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Options, futures, and business risk
Gammill, James F. - In: The journal of futures markets 2 (1982) 2, pp. 141-149
Persistent link: https://www.econbiz.de/10001080930
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What to do if a dollar is not a dollar? : The impact of inflation risk on production and risk management
Adam-Müller, Axel F. A. - In: The journal of futures markets 22 (2002) 4, pp. 371-386
Persistent link: https://www.econbiz.de/10001678499
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The credit risk components of a swap portfolio
Hübner, Georges - In: The journal of futures markets 24 (2004) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
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The design and pricing of fixed- and moving-window contracts : an application of Asian-basket option pricing methods to the hog-finishing sector
Shao, Renyuan; Roe, Brian - In: The journal of futures markets 23 (2003) 11, pp. 1047-1073
Persistent link: https://www.econbiz.de/10001795037
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Cross-commodity analysis and applications to risk management
Börger, Reik H.; Cartea, Álvaro; Kiesel, Rüdiger; … - In: The journal of futures markets 29 (2009) 3, pp. 197-217
Persistent link: https://www.econbiz.de/10003831083
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A comparison of alternative approaches for determining the downside risk of hedge fund strategies
Giamouridis, Daniel; Ntoula, Ionna - In: The journal of futures markets 29 (2009) 3, pp. 244-269
Persistent link: https://www.econbiz.de/10003831099
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Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071