81 |
|
A Random Coefficient Autoregressive Markov Regime Switching Model for Dynamic Futures Hedging
|
Lee, H.-T.; Yoder, J. K.; Mittelhammer, R. C.; McCluskey, J. J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
82 |
|
The Chinese Interbank Repo Market: An Analysis of Term Premiums
|
Fan, L.; Zhang, C.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
83 |
|
Too many options? Theory and evidence on option exchange design
|
Fehle, F.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
84 |
|
Asymmetric hedging of the corporate terms of trade
|
Bowden, R.; Zhu, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
85 |
|
Liquidity risk and the hedging role of options
|
Wong, K. P.; Xu, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
86 |
|
Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro
|
Rentzler, J.; Tandon, K.; Yu, S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
87 |
|
Option bid-ask spread and scalping risk: Evidence from a covered warrants market
|
Petrella, G.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
88 |
|
Transaction tax and market quality of the Taiwan stock index futures
|
Chou, R. K.; Wang, G. H.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
89 |
|
Holy mad cow Facts or (mis)perceptions: A clinical study
|
Tse, Y.; Hackard, J. C.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
90 |
|
Dynamic trading value at risk: Futures floor trading
|
Lee, J.; Locke, P.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|