haku: @all futures / yhteensä: 1003
hakutulos viitteet: 116-125 / 1003
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 otsikkovuositekijä
116.
Digital Futures - An Agenda for a Sustainable Digital Economy
Corporate Environmental Strategy
2001 : VOL. 8:3, p. 275-280
 2001 Miller, P.
Wilsdon, J.
117.
Learning, Design, and Action: Creating the Conditions for Evolutionary Learning Community
Systems Research and Behavioral Science
2001 : SEP-OCT, VOL. 18:5, p. 379-391
 2001 Laszlo, K. C.
118.
Power ARCH modelling of commodity futures data on the London Metal Exchange
European Journal of Finance
2001 : MAR, VOL. 7:1, p. 22-38
 2001 McKenzie, M. D.
119.
Basis variation and a common source of risk: evidence from UK futures markets
European Journal of Finance
2001 : MAR, VOL. 7:1, p. 39-62
 2001 Fraser, P.
Mckaig, A. J.
120.
Understanding Interorganizational Cooperation: Public-Private Collaboration in Regulating Financial Market Innovation
Organization Science
2001 : MAY-JUN, VOL. 12:3, p. 372-388
 2001 Faerman, S. R.
McCaffrey, D. P.
Slyke, D. M. van
121.
Reading PIBOR futures options smiles: the 1997 snap election
Journal of Banking and Finance
2001 : NOV, VOL. 25:11, p. 1957-1987
 2001 Coutant, S.
Jondeau, E.
Rockinger, M.
122.
The Effect of Futures Market Volume on Spot Market Volatility
Journal of Business Finance and Accounting
2001 : VOL. 28:7-8, p. 799-820
 2001 Board, J.
Sandmann, G.
Sutcliffe, C.
123.
Pricing Currency Options Under Stochastic Interest Rates and Jump-Diffusion Processes
Journal of Financial Research
2001 : WINTER, VOL. 24:4, p. 565-586
 2001 Doffou, A.
Hilliard, J. E.
124.
Post-'87 crash fears in the S&P 500 futures option market
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 181-238
 2000 Bates, D. S.
125.
An empirical examination of the convexity bias in the pricing of interest rate swaps
Journal of Financial Economics
2000 : FEB, VOL. 55:2, p. 239-279
 2000 Gupta, A.
Subrahmanyam, M. G.
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