haku: @all futures / yhteensä: 1003
hakutulos viitteet: 91-100 / 1003
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 otsikkovuositekijä
91.
Efficiency in the pricing of the FTSE 100 futures contract
European Financial Management
2001 : MAR, VOL. 7:1, p. 9-22
 2001 Miffre, J.
92.
Relationship between expected treasury bill and Eurodollar interest rates: a fractional cointegration analysis
Review of Quantitative Finance and Accounting
2001 : JAN, VOL. 16:1, p. 65-80
 2001 Shrestha, K.
Welch, R.
93.
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.
94.
Futures studies: science or art?
Futures
2001 : JUN, VOL. 33:5, p. 371-377
 2001 Niiniluoto, I.
95.
A futures research outline of a post-modern idea of progress
Futures
2001 : APR-MAY, VOL. 33:3-4, p. 225-243
 2001 Malaska, P.
96.
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.
97.
Coskewness and cokurtosis in futures markets
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 55-81
 2001 Christie-David, R.
Chaudhry, M.
98.
Race to the center: competition for the Nikkei 225 futures trade
Journal of Empirical Finance
2001 : JUL, VOL. 8:3, p. 219-242
 2001 Ito, T.
Lin, W.-L.
99.
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.
100.
Using implied volatility on options to measure the relation between asset returns and variability
Journal of Banking and Finance
2001 : APR, VOL. 25:4, p. 1245-1269
 2001 Davidson, W. N.
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