search query: @author Leuthold, R. M. / total: 3
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| Author: | Pennings, J. M. E. Leuthold, R. M. |
| Title: | Introducing new futures contracts: reinforcement versus cannibalism |
| Journal: | Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 659-675 |
| Index terms: | CONTRACTS FUTURES MARKETS HEDGING |
| Language: | eng |
| Abstract: | In order to assure survival, futures exchanges around the world are in constant search of new futures contracts that will generate a profitable level of trading volume. Introducing new futures contracts may increase or decrease the volume for those contracts already listed. Using a multi-product hedging model in which the perspective has been shifted from portfolio to exchange management, the authors study these effects. |
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