Journal of Futures Markets


ISSN: 0270-7314        年代:1984
当前卷期:Volume 4  issue 2     [ 查看所有卷期 ]

年代:1984
 
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     Volume 4  issue 4   
1. Cash‐and‐carry trading and the pricing of treasury bill futures
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  115-123

Ira G. Kawaller,   Timothy W. Koch,  

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2. The behavior of event‐related returns on oil futures contracts
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  125-132

Dennis W. Draper,  

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3. Intertemporal price volatility of foreign currency futures contracts
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  133-140

Robert M. Eldridge,  

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4. Profitable hedging opportunities and risk premiums for producers in live cattle and live hog futures markets
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  141-154

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

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5. The optimal hedge ratio in unbiased futures markets
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  155-159

Simon Benninga,   Rafael Eldor,   Itzhak Zilcha,  

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6. The cheapest deliverable bond for the cbt treasury bond futures contract
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  161-172

Miles Livingston,  

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7. An immunization strategy for futures contracts on government securities
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  173-187

Donald R. Chambers,  

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8. Risk premiums in futures markets: An empirical investigation
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  189-211

Jacques Raynauld,   Jacques Tessier,  

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9. The mexican peso and the chicago international money market: A case. Study in foreign currency futures
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  213-224

Joseph E. Finnerty,  

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10. Removing bias in duration based hedging models: A note
  Journal of Futures Markets,   Volume  4,   Issue  2,   1984,   Page  225-228

Gerald D. Gay,   Robert W. Kolb,  

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