Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Research Symposium Proceedings
Year: 1996 Issue: 001
Year: 1996 Issue: 001
- Chicago Board of Trade, Contents, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 01, Keywords: interest rate, stanford university, term structure
- Chicago Board of Trade, Introduction, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 02,
- Dong-feng Li and Tomislav Vukina, North Carolina State University, Crop Yield Futures And Optimal Hedging Strategy For North Carolina Corn Producers, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 03, Keywords: agricultural economics, basis risk, cash price, futures position, futures price, price risk, risk minimizing hedge, time series, variance covariance matrix
- McNew, Kevin, Assistant Professor, Department of Agricultural and Resource Economics, University of Maryland, Testing The Success Of The Iowa Corn Yield Contract, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 04, Keywords: cash market, cash price, commodity futures, futures contract, futures position, futures price, hedge ratio, short futures position, standard deviation
- Tirupattur, Viswanath, Lincolb Investment Management, Inc.; Hauser , Robert J., University of Illinois at Urbana-Champaign; Chaherli,Nabil M., International Food Policy Research Institute, Crop Yield And Price Distributional Effects On Revenue Hedging, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 05, Keywords: basis risk, futures contract, hedge ratio, variance covariance matrix
- Ferguson, Michael F., Department of Finance, University of Arizona; Mann,
Steven C., Department of Finance, M. J. Neeley School of Business, Texas Christian University; Schneck, Leonard J., Department of Finance, College of Business and Economics, University of Kentucky, Depth And Tightness, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 06,
- Daigler, Robert T., College of Business,
Florida International University; Wiley, Marilyn, College of Business, Florida Atlantic University, Volume Characteristics By Type Of Trader Using The Liquidity Databank, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 07, Keywords: futures contract, open interest, price change, private information
- Guo, Dajiang, Department of Economics, University of Guelph, Guelph, Ontario, The Risk Premium Of Volatility Implicit In Currency Options, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 08, Keywords: black scholes, financial economics, implied volatility, interest rate, long term, market price, option price, option pricing, option pricing model, pricing model, sample period, standard deviation, stock exchange, stock index, term structure, time series, underlying asset
- Scott, Louis, Department of Finance, University of Georgia, The Valuation Of Interest Rate Derivatives In A Multi-Factor Term Structure Model With Deterministic Components, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 09, Keywords: interest rate, term structure, treasury bond
- Chicago Board of Trade, Participants, Research Symposium Proceedings, Vol: 1996, Issue: 001, Article: 10, Keywords: agricultural economics, business administration, chicago mercantile exchange, federal reserve, food research institute, mercantile exchange, stanford university
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