| 21 |
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Cross-Market Correlations and Transmission of Information
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Darbar, S. M.; Deb, P.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
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| 22 |
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Principal Components Analysis for Correlated Curves and Seasonal Commodities: The Case of the Petroleum Market
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Tolmasky, C.; Hindanov, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
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| 23 |
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A Note on the Relationships Between Some Risk-Adjusted Performance Measures
|
Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
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| 24 |
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Nonlinear Dynamics in High-Frequency Intraday Financial Data: Evidence for the UK Long Gilt Futures Market
|
McMillan, D. G.; Speight, A. E. H.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
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| 25 |
|
Hedging in Futures and Options Markets with Basis Risk
|
Mahul, O.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
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| 26 |
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The Effect of Multiple Listings on the Bid-Ask Spread in Option Markets: The Case of Montreal Exchange
|
Khoury, N.; Fischer, K. P.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
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| 27 |
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Pricing and Hedging American Fixed-Income Derivatives with Implied Volatility Structures in the Two-Factor Heath-Jarrow-Morton Model
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Zeto, S. Y. M.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
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| 28 |
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Pricing Efficiency of the S&P 500 Index Market: Evidence from the Standard & Poor's Depositary Receipts
|
Chu, Q. C.; Hsieh, W.-L. G.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
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| 29 |
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Mean Reversion in Stock Index Futures Markets: A Nonlinear Analysis
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Monoyios, M.; Sarno, L.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
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| 30 |
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The Relative Efficiencies of Price Execution Between the Singapore Exchange and the Taiwan Futures Exchange
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Chou, R. K.; Lee, J.-H.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
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