71 |
|
A Hedging Deficiency in Eurodollar Futures
|
Chance, D. M.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
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72 |
|
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
|
Norden, L.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
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73 |
|
Decimalization, Trading Costs, and Information Transmission Between ETFs and Index Futures
|
Chou, R. K.; Chung, H.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
74 |
|
Jumping Hedges: An Examination of Movements in Copper Spot and Futures Markets
|
Chan, W. H.; Young, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
75 |
|
Multifactor implied volatility functions for HJM models
|
Kuo, I. D.; Paxson, D. A.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
76 |
|
Improving lattice schemes through bias reduction
|
Denault, M.; Gauthier, G.; Simonato, J. G.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
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77 |
|
Causality in futures markets
|
Bryant, H. L.; Bessler, D. A.; Haigh, M. S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
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|
78 |
|
Migration of price discovery in semiregulated derivatives markets
|
Hall, A. D.; Kofman, P.; Manaster, S.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
79 |
|
Price clustering in E-mini and floor-traded index futures
|
Chung, H.; Chiang, S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
80 |
|
Information Content of Cross-Sectional Option Prices: A Comparison of Alternative Currency Option Pricing Models on the Japanese Yen
|
Dupoyet, B.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
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