1 |
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Is there information in the volatility skew?
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Doran, J. S.; Peterson, D. R.; Tarrant, B. C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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2 |
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An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
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Lien, D.; Shrestha, K.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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3 |
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Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
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Guo, J. H.; Hung, M. W.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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4 |
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One-day forward premiums and the impact of virtual bidding on the New York wholesale electricity market using hourly data
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Hadsell, L.; Shawky, H. A.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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5 |
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The stock closing calland futures price behavior: Evidence from the Taiwan futures market
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Lee, H. C.; Chien, C. Y.; Huang, Y. S.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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6 |
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Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
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Rothig, A.; Chiarella, C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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7 |
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Benchmark tipping and the role of the swap market in price discovery
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Poskitt, R.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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8 |
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Price discovery in the treasury futures market
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Brandt, M. W.; Kavajecz, K. A.; Underwood, S. E.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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9 |
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Transactions in futures markets: Informed or uninformed?
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Frino, A.; Kruk, J.; Lepone, A.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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10 |
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Market microstructure effects on volatility at the TAIFEX
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Webb, R. I.; Muthuswamy, J.; Segara, R.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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