Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

Comment on: “futures markets and the supply of storage with rational expectations” [0.03%] 评论：“期货市场与理性预期的仓储供应”

George M. Furstenberg George M. Furstenberg

Journal of futures markets. 1982;2(4):415-417. DOI:10.1002/fut.3990020410 1982

Options bibliography [0.03%] 选项参考书目

Daigler, Robert T. Daigler

Journal of Futures Markets. 1996;16(1):113-127. DOI:10.1002/(sici)1096-9934(199602)16:13.0.co;2-p 1996

Normal backwardation is normal [0.03%] 正常的反向溢价是正常的

Joëlle Miffre Joëlle Miffre

Journal of futures markets. 2000;20(9):803-821. DOI:10.1002/1096-9934(200010)20:93.0.co;2-q 2000

Are Derivative Warrants Overpriced? [0.03%] 衍生权证是否定价过高？

Joseph K. W. Fung; Ted Z. X. Zeng Joseph K. W. Fung; Ted Z. X. Zeng

Journal of futures markets. 2012;32(12):-. DOI:10.1002/fut.21578 2012

What moves the gold market? [0.03%] 是什么推动了黄金市场？

Jun Cai; Yan-Leung Cheung; Michael C. S. Wong Jun Cai; Yan-Leung Cheung; Michael C. S. Wong

Journal of futures markets. 2001;21(3):257-278. DOI:10.1002/1096-9934(200103)21:33.0.co;2-w 2001

Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract [0.03%] 标的资产结构发生变化时的期货套期保值：BIFFEX合约的情况

Manolis G. Kavussanos; Nikos K. Nomikos Manolis G. Kavussanos; Nikos K. Nomikos

Journal of futures markets. 2000;20(8):775-801. DOI:10.1002/1096-9934(200009)20:83.0.co;2-4 2000

Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? [0.03%] 生猪期货合约的事前基差风险：套期保值者的风险增加了吗？

Garcia, Philip; Sanders, Dwight R. Garcia

Journal of Futures Markets. 1996;16(4):421-440. DOI:10.1002/(sici)1096-9934(199606)16:43.0.co;2-k 1996

Asset storability and price discovery in commodity futures markets: A new look [0.03%] 商品期货市场的资产可储存性和价格发现：新视角

Jian Yang; David A. Bessler; David J. Leatham Jian Yang; David A. Bessler; David J. Leatham

Journal of futures markets. 2001;21(3):279-300. DOI:10.1002/1096-9934(200103)21:33.0.co;2-l 2001

On the conventional definition of currency hedge ratio [0.03%] 关于货币套期保值比率的传统定义

Lien, Da-Hsiang Donald Lien

Journal of Futures Markets. 1996;16(2):219-226. DOI:10.1002/(sici)1096-9934(199604)16:23.0.co;2-n 1996

Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads [0.03%] 利率期限溢价和国债期货利差交易策略利润的均值回归

Park, Tae H.; Switzer, Lorne N. Park

Journal of Futures Markets. 1996;16(3):331-352. DOI:10.1002/(sici)1096-9934(199605)16:33.0.co;2-k 1996