Journal of Futures Markets


ISSN: 0270-7314        年代:1993
当前卷期:Volume 13  issue 3     [ 查看所有卷期 ]

年代:1993
 
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1. A test of the intertemporal hedging model of the commodities futures markets
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  223-236

Stacie E. Beck,  

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2. Optimal hedging under indivisible choices
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  237-259

Latha Shanker,  

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3. Circuit breakers and stock market volatility
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  261-277

G. J. Santoni,   Tung Liu,  

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4. The distribution of standardized futures price changes
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  279-298

Meenakshi Venkateswaran,   B. Wade Brorsen,   Joyce A. Hall,  

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5. Do the options markets really overreact?
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  299-312

Fernando Diz,   Thomas J. Finucane,  

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6. A multinational examination of international equity and bond investment with currency hedging
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  313-324

Mark Eaker,   Dwight Grant,   Nelson Woodard,  

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7. European options on bond futures: A closed form solution
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  325-333

David Feldman,  

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8. Masthead
  Journal of Futures Markets,   Volume  13,   Issue  3,   1993,   Page  -

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