Simultaneous volatility effects in index futures
|
1994 |
Gannon, Gerard L. |
Trading-hour and day-of-the-week effects in grain futures returns
|
1994 |
Liu, Shi-Miin |
The efficiency of spot and futures stock indices : a survey based perspective
|
1994 |
MacDonald, Ronald |
Hedging processors' duality in currency exposure : the EC's sunflower case
|
1994 |
Kofman, Paul |
Intraday price observations : on computing portfolio returns
|
1994 |
Whaley, Robert E. |
The expected spot rate and risk premium components of treasury bill futures rates
|
1994 |
Pilotte, Eugene A. |
The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
|
1994 |
Harrison, Mark |
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
|
1994 |
Bhar, Ramaprasad |
Stock index futures arbitrage in Germany : the behavior of the DAX index futures prices
|
1994 |
Grünbichler, Andreas |
Loss aversion in a futures market : an empirical test
|
1994 |
Heisler, Jeffrey |
Market performance and the decision to trade on the London Potato Futures Market
|
1994 |
Ennew, Christine T. |
The weekly pattern in Treasury bond futures and GARCH effects
|
1994 |
Najand, Mohammad |
Hedging with financial futures under variance minimization with stochastic interest rates
|
1994 |
Chee, Kew-chul |
Predicting the short term forward interest rate structure using a parsimonious model
|
1994 |
Bhar, Ramaprasad |
The price behaviour hedging effectiveness of interest rate futures in Hong Kong
|
1994 |
Fang, Zhenmin |
A comparative analysis of the Irish and UK interest rate futures markets
|
1994 |
Barnes, Edel |
The 'badla' market and futures and options
|
1994 |
Sinha, Sidharth |
Investigation of a discrete futures auction market : the case of the Manila international futures exchange
|
1994 |
Low, Aaron |
Price discovery, returns volatility, and markets efficiency in experimental asset markets
|
1994 |
Bronfman, Corinne M. |
Currency option pricing in credible target zones
|
1994 |
Dumas, Bernard |