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期刊名：Journal of futures markets

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ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

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共收录本刊相关文章索引1893条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
Risk premiums and predictive ability of BAX futures [0.03%]
Nikolay Gospodinov; Ibrahim Jamali Nikolay Gospodinov; Ibrahim Jamali
Journal of futures markets. 2011;31(6):534-561. DOI:10.1002/fut.20482 2011
Why do expiring futures and cash prices diverge for grain markets? [0.03%]
Nicole M. Aulerich; Raymond P. H. Fishe; Jeffrey H. Harris Nicole M. Aulerich; Raymond P. H. Fishe; Jeffrey H. Harris
Journal of futures markets. 2011;31(6):503-533. DOI:10.1002/fut.20483 2011
On the rate of convergence of binomial Greeks [0.03%]
San-Lin Chung; Weifeng Hung; Han-Hsing Lee; Pai-Ta Shih San-Lin Chung; Weifeng Hung; Han-Hsing Lee; Pai-Ta Shih
Journal of futures markets. 2011;31(6):562-597. DOI:10.1002/fut.20484 2011
Erratum to ”Pricing American options by canonical least-squares Monte Carlo„ by Q. Liu [0.03%]
Journal of futures markets. 2010;30(11):1105-1105. DOI:10.1002/fut.20485 2010
A new look at the forward premium “puzzle” [0.03%]
Haitham A. Al-Zoubi Haitham A. Al-Zoubi
Journal of futures markets. 2011;31(7):599-628. DOI:10.1002/fut.20486 2011
Density forecasts of crude-oil prices using option-implied and ARCH-type models [0.03%]
Esben Høg; Leonidas Tsiaras Esben Høg; Leonidas Tsiaras
Journal of futures markets. 2011;31(8):727-754. DOI:10.1002/fut.20487 2011
Convexity meets replication: Hedging of swap derivatives and annuity options [0.03%]
Wendong Zheng; Yue Kuen Kwok Wendong Zheng; Yue Kuen Kwok
Journal of futures markets. 2011;31(7):659-678. DOI:10.1002/fut.20488 2011
Derivatives do affect mutual fund returns: Evidence from the financial crisis of 1998 [0.03%]
Charles Cao; Eric Ghysels; Frank Hatheway Charles Cao; Eric Ghysels; Frank Hatheway
Journal of futures markets. 2011;31(7):629-658. DOI:10.1002/fut.20489 2011
Editor's note [0.03%]
Robert I. Webb Robert I. Webb
Journal of futures markets. 2010;30(12):1107-1107. DOI:10.1002/fut.20490 2010
Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets [0.03%]
Spyros Spyrou; Andrianos Tsekrekos; Georgia Siougle Spyros Spyrou; Andrianos Tsekrekos; Georgia Siougle
Journal of futures markets. 2011;31(8):703-726. DOI:10.1002/fut.20491 2011