| 1 |
|
Do Futures-Based Strategies Enhance Dynamic Portfolio Insurance?
|
Do, B. H.; Faff, R. W.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 2 |
|
Contract Modifications and the Basis Behavior of Live Cattle Futures
|
Newsome, J. E.; Wang, G. H. K.; Boyd, M. E.; Fuller, M. J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 3 |
|
Liquidity Constraints and the Hedging Role of Futures Spreads
|
Wong, K. P.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 4 |
|
Conditional OLS Minimum Variance Hedge Ratios
|
Miffre, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 5 |
|
The Contribution of a Satellite Market to Price Discovery: Evidence From the Singapore Exchange
|
Covrig, V.; Ding, D. K.; Low, B. S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 6 |
|
A Theoretical Framework to Evaluate Different Margin-Setting Methodologies
|
Lam, K.; Sin, C.-Y.; Leung, R.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 7 |
|
Minimum Capital Requirement Calculations for UK Futures
|
Cotter, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 8 |
|
Do Designated Market Makers Improve Liquidity in Open-Outcry Futures Markets?
|
Tse, Y.; Zabotina, T.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 9 |
|
Regulatory Changes and Information Competition: The Case of Taiwan Index Futures
|
Hsieh, W.-L. G.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
| 10 |
|
Splitting the S&P 500 Futures
|
Chen, J.; Locke, P. R.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
|
