search query: @indexterm Futures markets / total: 497
references: 37-46 / 497
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37.
Margin exceedences for European stock index futures using extreme value theory
Journal of Banking and Finance
2001 : AUG, VOL. 25:8, p. 1475-1502
 2001 Cotter, J.
38.
Relative informational efficiency of cash, futures, and options markets: the case of an emerging market
Journal of Banking and Finance
2001 : FEB, VOL. 25:2, p. 355-375
 2001 Chiang, R.
Fong, W.-M.
39.
On the term structure of default premia in the swap and LIBOR markets
Journal of Finance
2001 : JUN, VOL. 56:3, p. 1095-1115
 2001 Collin-Dufresne, P.
Solnik, B.
40.
Efficiency in the pricing of the FTSE 100 futures contract
European Financial Management
2001 : MAR, VOL. 7:1, p. 9-22
 2001 Miffre, J.
41.
Manipulation of cash-settled futures contracts
Journal of Business
2001 : APR, VOL. 74:2, p. 221-244
 2001 Pirrong, C.
42.
Execution costs and their intraday variation in futures markets
Journal of Business
2001 : JAN, VOL. 74:1, p. 125-160
 2001 Ferguson, M.F.
Mann, S.C.
43.
Do newly listed derivatives affect the market risk premium in a thin stock market?
European Finance Review
2000 : VOL. 4:2, p. 97-127
 2000 Clerc, N.
Gibson, R.
44.
Hedge disclosures, future prices, and production distortions
Journal of Accounting Research
2000 : VOL. 38:SUPPLEMENT, p. 53-82
 2000 Kanodia, C. (et al.)
45.
Voices
Fast Company
2000 : SEP, NO. 38, p. 105-142
 2000 Fazio Maruca, R.
46.
Time-varying volatility in Canadian and U.S. stock index and index futures markets: a multivariate analysis
Journal of Financial Research
2000 : SUMMER, VOL. 23:2, p. 129-143
 2000 Racine, M. D.
Ackert, L. F.
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