Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Review of Futures Markets
Year: 1985 Issue: 003
Year: 1985 Issue: 003
- Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 01, Keywords: interest rate, stanford university
- Chicago Board of Trade, Introduction, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 02,
- Barnhill, Theodore M., Associate Professor of Finance, The George Washington University; Handorf, William C., Professor of Finance and Banking, The George Washington University, An Application Of Monte Carlo
Simulation Modeling To Commercial Bank Interest Rate Management, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 03, Keywords: basis risk, cash market, federal reserve, federal reserve board, financial futures, futures contract, futures position, hedge ratio, interest rate, long term, rate futures, risk minimizing hedge, short term, standard deviation
- Milonas, NikolaosT., Assistant Professor of General Business and Finance, University of Massachusetts, Amherst;
Vora, Ashok, Professor of Economics
and Finance, Baruch College, City University of New York, Sources Of Nonstationarity In Cash And Futures Prices, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 04,
- Lacey, Nelson J., Assistant Professor of Finance University of Massachusetts,
Amherst Donald R. Chambers, Associate Professor of Finance, Rochester Institute of Technology, The Investigation Of A Systematic Prepayment Option In Gnma Futures, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 05, Keywords: bond futures, bond futures contract, cash market, futures contract, interest rate, open interest, price risk, risk free, sample period, term structure, time period, treasury bond, treasury bond futures contract, variance covariance matrix, working paper
- Epps, T. W Epps, Associate Professor
of Economics, University of Virginia; Kukanza, Michael J., Graduate Student, University of Virginia, Predictions Of Returns To Commodities Speculation Based On Current Information: Some Evidence Of Informational Inefficiency In Futures Markets, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 06,
- Craine, Roger, Professor of Economics, University of California, Berkeley, Maturity Intermediation And Interest Rate Risk: Hedging Strategies For S&Ls, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 07,
- Chicago Board of Trade, Participants, Review of Futures Markets, Vol: 0004, Issue: 003, Article: 08, Keywords: agricultural economics, business administration, chicago mercantile exchange, federal reserve, food research institute, mercantile exchange, stanford university
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