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