1 |
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S&P Futures Returns and Contrary Sentiment Indicators
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Simon, D. P.
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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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2001
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2 |
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Pricing Eurodollar Futures Options with the Heath-Jarrow-Morton Model
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Cakici, N.
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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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2001
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3 |
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Mean-Variance Efficiency of the Market Portfolio and Futures Trading
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Lioui, 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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2001
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4 |
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Predicting Monetary Policy with Federal Funds Futures Prices
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Soderstrom, U.
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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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2001
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5 |
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Clustering and Psychological Barriers: The Importance of Numbers
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Mitchell, J.
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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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2001
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6 |
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Rational Speculative Bubbles in the Gold Futures Market: An Application of Dynamic Factor Analysis
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Bertus, M.
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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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2001
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7 |
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Vulnerable Options, Risky Corporate Bond, and Credit Spread
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Cao, M.
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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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2001
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8 |
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Volatility, Global Information, and Market Conditions: A Study in Futures Markets
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Fung, H.-G.
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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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2001
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9 |
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Pricing FTSE 100 Index Options under Stochastic Volatility
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Lin, Y.-N.
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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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2001
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10 |
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Stock Index Futures Markets: Stochastic Volatility Models and Smiles
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Tompkins, R. G.
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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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2001
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