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1. |
Index option pricing: Do investors pay for skewness? |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 1-8
John S. Cotner,
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PDF (521KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110102
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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2. |
Systematic skewness in futures contracts |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 9-24
Joan C. Junkus,
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PDF (792KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110103
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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3. |
The soybean complex spread: An examination of market efficiency from the viewpoint of a production process |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 25-37
Robert L. Johnson,
Carl R. Zulauf,
Scott H. Irwin,
Mary E. Gerlow,
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PDF (875KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110104
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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4. |
Estimating time‐varying optimal hedge ratios on futures markets |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 39-53
Robert J. Myers,
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PDF (835KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110105
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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5. |
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 55-68
A. G. Malliaris,
Jorge Urrutia,
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PDF (712KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110106
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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6. |
The informational content of the basis: Evidence from Canadian barley, oats, and canola futures markets |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 69-80
Nabil T. Khoury,
Pierre Yourougou,
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PDF (793KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110107
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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7. |
Evidence for a weather persistence effect on the corn, wheat, and soybean growing season price dynamics |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 81-88
Stanley C. Stevens,
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PDF (479KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110108
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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8. |
Pricing cross‐currency options |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 89-93
John Rumsey,
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PDF (352KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110109
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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9. |
Index futures, program trading, and the covariability of the major market index stocks |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 95-111
John D. Martin,
A. J. Senchack,
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PDF (1029KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110110
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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10. |
The relationship between forward and futures contracts: A comment |
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Journal of Futures Markets,
Volume 11,
Issue 1,
1991,
Page 113-115
Bjorn Flesaker,
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PDF (158KB)
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ISSN:0270-7314
DOI:10.1002/fut.3990110111
出版商:Wiley Subscription Services, Inc., A Wiley Company
年代:1991
数据来源: WILEY
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