Journal of Futures Markets


ISSN: 0270-7314        年代:1991
当前卷期:Volume 11  issue 1     [ 查看所有卷期 ]

年代:1991
 
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1. Index option pricing: Do investors pay for skewness?
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  1-8

John S. Cotner,  

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2. Systematic skewness in futures contracts
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  9-24

Joan C. Junkus,  

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3. The soybean complex spread: An examination of market efficiency from the viewpoint of a production process
  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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4. Estimating time‐varying optimal hedge ratios on futures markets
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  39-53

Robert J. Myers,  

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5. Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  55-68

A. G. Malliaris,   Jorge Urrutia,  

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6. The informational content of the basis: Evidence from Canadian barley, oats, and canola futures markets
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  69-80

Nabil T. Khoury,   Pierre Yourougou,  

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7. Evidence for a weather persistence effect on the corn, wheat, and soybean growing season price dynamics
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  81-88

Stanley C. Stevens,  

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8. Pricing cross‐currency options
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  89-93

John Rumsey,  

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9. Index futures, program trading, and the covariability of the major market index stocks
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  95-111

John D. Martin,   A. J. Senchack,  

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10. The relationship between forward and futures contracts: A comment
  Journal of Futures Markets,   Volume  11,   Issue  1,   1991,   Page  113-115

Bjorn Flesaker,  

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