Journal of futures markets文章索引

期刊名：Journal of futures markets

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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

Editor's Note [0.03%]

Robert I. Webb Robert I. Webb

Journal of futures markets. 2008;28(12):1117-1117. DOI:10.1002/fut.20380 2008

A brighter future with lower transactions costs? [0.03%]

Lars Nordén Lars Nordén

Journal of futures markets. 2009;29(8):775-796. DOI:10.1002/fut.20381 2009

Empirical evidence on the dependence of credit default swaps and equity prices [0.03%]

Debbie Dupuis; Eric Jacquier; Nicolas Papageorgiou; Bruno Rémillard Debbie Dupuis; Eric Jacquier; Nicolas Papageorgiou; Bruno Rémillard

Journal of futures markets. 2009;29(8):695-712. DOI:10.1002/fut.20382 2009

Explaining country and cross-border liquidity commonality in international equity markets [0.03%]

Zheng Zhang; Jun Cai; Yan Leung Cheung Zheng Zhang; Jun Cai; Yan Leung Cheung

Journal of futures markets. 2009;29(7):630-652. DOI:10.1002/fut.20383 2009

Derivatives trading, volatility spillover, and regulation: Evidence from the Korean securities markets [0.03%]

Sung C. Bae; Taek Ho Kwon; Jong Won Park Sung C. Bae; Taek Ho Kwon; Jong Won Park

Journal of futures markets. 2009;29(6):563-597. DOI:10.1002/fut.20384 2009

Erratum re: An examination of the complementary volume—Volatility information theories. Jrl Fut Mark, 28, 963–992 (2008) [0.03%]

Journal of futures markets. 2009;29(1):94-94. DOI:10.1002/fut.20385 2009

Is volatility risk priced in the KOSPI 200 index options market? [0.03%]

Sun-Joong Yoon; Suk Joon Byun Sun-Joong Yoon; Suk Joon Byun

Journal of futures markets. 2009;29(9):797-825. DOI:10.1002/fut.20386 2009

VIX option pricing [0.03%]

Yueh-Neng Lin; Chien-Hung Chang Yueh-Neng Lin; Chien-Hung Chang

Journal of futures markets. 2009;29(6):523-543. DOI:10.1002/fut.20387 2009

The value of mortgage prepayment and default options [0.03%]

Yong Chen; Michael Connolly; Wenjin Tang; Tie Su Yong Chen; Michael Connolly; Wenjin Tang; Tie Su

Journal of futures markets. 2009;29(9):840-861. DOI:10.1002/fut.20388 2009

Trinomial or binomial: Accelerating American put option price on trees [0.03%]

Jiun Hong Chan; Mark Joshi; Robert Tang; Chao Yang Jiun Hong Chan; Mark Joshi; Robert Tang; Chao Yang

Journal of futures markets. 2009;29(9):826-839. DOI:10.1002/fut.20389 2009