haku: @all futures / yhteensä: 1003
hakutulos viitteet: 122-131 / 1003
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 otsikkovuositekijä
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.
126.
Renewable energy and sustainable futures
Futures
2000 : APR/MAY, VOL. 32:3-4, p. 261-274
 2000 Elliott, D.
127.
On transport integration: a contribution to better understanding
Futures
2000 : APR/MAY, VOL. 32:3-4, p. 261-274
 2000 Potter, S.
Skinner, M. J.
128.
The maturity effects of the price fluctuation rate on China's futures market (original in Chinese)
Forecasting (c)
2000 : 1, p.45-46
 2000 Hu, Wei
129.
An outlook of the stock market in 2000 (original in Chinese)
Forecasting (c)
2000 : 1, p.11-13
 2000 Gao, Huiqing
130.
Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Journal of Banking and Finance
2000 : MAY, VOL. 24:5, p. 759-785
 2000 Hwang, S.
Satchell, S.E.
131.
Efficiency tests in the French derivatives market
Journal of Banking and Finance
2000 : MAY, VOL. 24:5, p. 787-807
 2000 Lee, C.I.
Gleason, K.C.
Mathur, I.
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