Journal of futures markets文章索引

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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

Spread volatility in commodity futures: The length effect [0.03%]

Mark G. Castelino; Ashok Vora Mark G. Castelino; Ashok Vora

Journal of futures markets. 1984;4(1):39-46. DOI:10.1002/fut.3990040105 1984

Macro versus micro futures hedges at commercial banks [0.03%]

Robert W. Kolb; Stephen G. Timme; Gerald D. Gay Robert W. Kolb; Stephen G. Timme; Gerald D. Gay

Journal of futures markets. 1984;4(1):47-54. DOI:10.1002/fut.3990040106 1984

Legal notes [0.03%]

Ronald J. Horowitz Ronald J. Horowitz

Journal of futures markets. 1984;4(1):103-104. DOI:10.1002/fut.3990040111 1984

Masthead [0.03%]

Journal of futures markets. 1984;4(2):0-0. DOI:10.1002/fut.3990040201 1984

Profitable hedging opportunities and risk premiums for producers in live cattle and live hog futures markets [0.03%]

Marvin L. Hayenga; Dennis D. Dipietre; J. Marvin Skadberg; Ted C. Schroeder Marvin L. Hayenga; Dennis D. Dipietre; J. Marvin Skadberg; Ted C. Schroeder

Journal of futures markets. 1984;4(2):141-154. DOI:10.1002/fut.3990040205 1984

The optimal hedge ratio in unbiased futures markets [0.03%]

Simon Benninga; Rafael Eldor; Itzhak Zilcha Simon Benninga; Rafael Eldor; Itzhak Zilcha

Journal of futures markets. 1984;4(2):155-159. DOI:10.1002/fut.3990040206 1984

The cheapest deliverable bond for the cbt treasury bond futures contract [0.03%]

Miles Livingston Miles Livingston

Journal of futures markets. 1984;4(2):161-172. DOI:10.1002/fut.3990040207 1984

Risk premiums in futures markets: An empirical investigation [0.03%]

Jacques Raynauld; Jacques Tessier Jacques Raynauld; Jacques Tessier

Journal of futures markets. 1984;4(2):189-211. DOI:10.1002/fut.3990040209 1984

Removing bias in duration based hedging models: A note [0.03%]

Gerald D. Gay; Robert W. Kolb Gerald D. Gay; Robert W. Kolb

Journal of futures markets. 1984;4(2):225-228. DOI:10.1002/fut.3990040211 1984

Legal notes [0.03%]

Ronald J. Horowitz Ronald J. Horowitz

Journal of futures markets. 1984;4(2):229-230. DOI:10.1002/fut.3990040212 1984