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

The role of the temporary component in spot prices in the revision of expected future spot prices: Evidence from index futures quotes [0.03%]

Hyung Cheol Kang; Dong Wook Lee; Eun Jung Lee; Kyung Suh Park Hyung Cheol Kang; Dong Wook Lee; Eun Jung Lee; Kyung Suh Park

Journal of futures markets. 2012;32(3):230-251. DOI:10.1002/fut.20513 2012

Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China [0.03%]

Jian Yang; Zihui Yang; Yinggang Zhou Jian Yang; Zihui Yang; Yinggang Zhou

Journal of futures markets. 2012;32(2):99-121. DOI:10.1002/fut.20514 2012

Quantitative impact of correlation errors on basket options with time-varying correlations [0.03%]

Amy S.K. Wong Amy S.K. Wong

Journal of futures markets. 2012;32(2):152-165. DOI:10.1002/fut.20515 2012

The relationship between currency carry trades and U.S. stocks [0.03%]

Yiuman Tse; Lin Zhao Yiuman Tse; Lin Zhao

Journal of futures markets. 2012;32(3):252-271. DOI:10.1002/fut.20516 2012

Regime-dependent smile-adjusted delta hedging [0.03%]

Carol Alexander; Alexander Rubinov; Markus Kalepky; Stamatis Leontsinis Carol Alexander; Alexander Rubinov; Markus Kalepky; Stamatis Leontsinis

Journal of futures markets. 2012;32(3):203-229. DOI:10.1002/fut.20517 2012

Types of liquidity and limits to arbitrage—the case of credit default swaps [0.03%]

Karan Bhanot; Liang Guo Karan Bhanot; Liang Guo

Journal of futures markets. 2012;32(4):301-329. DOI:10.1002/fut.20518 2012

An empirical analysis of dynamic multiscale hedging using wavelet decomposition [0.03%]

Thomas Conlon; John Cotter Thomas Conlon; John Cotter

Journal of futures markets. 2012;32(3):272-299. DOI:10.1002/fut.20519 2012

A note on the performance of regime switching hedge strategy [0.03%]

Donald Lien Donald Lien

Journal of futures markets. 2012;32(4):389-396. DOI:10.1002/fut.20520 2012

Equity volatility, bond yields, and yield spreads [0.03%]

Daniel Jubinski; Amy F. Lipton Daniel Jubinski; Amy F. Lipton

Journal of futures markets. 2012;32(5):480-503. DOI:10.1002/fut.20521 2012

Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market [0.03%]

Youngsoo Choi; SoonChan Ok Youngsoo Choi; SoonChan Ok

Journal of futures markets. 2012;32(4):360-388. DOI:10.1002/fut.20522 2012