Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures—A note [0.03%]
Shantaram P. Hegde; Kenneth P. Nunn Jr.
Shantaram P. Hegde; Kenneth P. Nunn Jr.
Legal notes [0.03%]
Ronald J. Horowitz
Ronald J. Horowitz
Futures bibliography [0.03%]
Robert T. Daigler
Robert T. Daigler
Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk [0.03%]
Matthew T. Holt; Jon A. Brandt
Matthew T. Holt; Jon A. Brandt
Peter Berck; Thomas Bible
Peter Berck; Thomas Bible
G. D. Koppenhaver
G. D. Koppenhaver
Ronald W. Anderson
Ronald W. Anderson
Are foreign currency options overvalued? The early experience of the Philadelphia stock exchange [0.03%]
Laurie S. Goodman; Susan Ross; Frederick Schmidt
Laurie S. Goodman; Susan Ross; Frederick Schmidt
An empirical analysis of the delivery option, marking to market, and the pricing of treasury bond futures [0.03%]
Simon Benninga; Michael Smirlock
Simon Benninga; Michael Smirlock