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

Benchmark tipping and the role of the swap market in price discovery [0.03%]

Russell Poskitt Russell Poskitt

Journal of futures markets. 2007;27(10):981-1001. DOI:10.1002/fut.20282 2007

Forecasting performance of extreme-value volatility estimators [0.03%]

Vipul; Joshy Jacob Vipul; Joshy Jacob

Journal of futures markets. 2007;27(11):1085-1105. DOI:10.1002/fut.20283 2007

The stock closing calland futures price behavior: Evidence from the Taiwan futures market [0.03%]

Hsiu-Chuan Lee; Cheng-Yi Chien; Yen-Sheng Huang Hsiu-Chuan Lee; Cheng-Yi Chien; Yen-Sheng Huang

Journal of futures markets. 2007;27(10):1003-1019. DOI:10.1002/fut.20284 2007

On estimating an asset's implicit beta [0.03%]

Sven Husmann; Andreas Stephan Sven Husmann; Andreas Stephan

Journal of futures markets. 2007;27(10):961-979. DOI:10.1002/fut.20285 2007

A new look at hedging with derivatives: Will firms reduce market risk exposure? [0.03%]

Turan G. Bali; Susan R. Hume; Terrence F. Martell Turan G. Bali; Susan R. Hume; Terrence F. Martell

Journal of futures markets. 2007;27(11):1053-1083. DOI:10.1002/fut.20286 2007

Hedging under counterparty credit uncertainty [0.03%]

Olivier Mahul; J. David Cummins Olivier Mahul; J. David Cummins

Journal of futures markets. 2008;28(3):248-263. DOI:10.1002/fut.20287 2008

Order imbalance and the dynamics of index and futures prices [0.03%]

Joseph K.W. Fung; Philip L.H. Yu Joseph K.W. Fung; Philip L.H. Yu

Journal of futures markets. 2007;27(12):1129-1157. DOI:10.1002/fut.20288 2007

Market microstructure effects on volatility at the TAIFEX [0.03%]

Robert I. Webb; Jayaram Muthuswamy; Reuben Segara Robert I. Webb; Jayaram Muthuswamy; Reuben Segara

Journal of futures markets. 2007;27(12):1219-1243. DOI:10.1002/fut.20289 2007

Transactions in futures markets: Informed or uninformed? [0.03%]

Alex Frino; Jennifer Kruk; Andrew Lepone Alex Frino; Jennifer Kruk; Andrew Lepone

Journal of futures markets. 2007;27(12):1159-1174. DOI:10.1002/fut.20290 2007

Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures [0.03%]

Yueh-Neng Lin Yueh-Neng Lin

Journal of futures markets. 2007;27(12):1175-1217. DOI:10.1002/fut.20291 2007