Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Review of Futures Markets
Year: 1989 Issue: 002
Year: 1989 Issue: 002
- Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 01,
- Chicago Board of Trade, Introduction, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 02,
- Gilbert, Christopher L., Professor of Economics, Queen Mary and Westfield College, University of London, Futures Trading, Storage, And Price Stabilization, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 03, Keywords: basis risk, cash price, futures position, futures price, futures trading, hedge ratio, optimal hedge ratio, price volatility, spot price, standard deviation
- Gjerde, Oystein, Assistant Professor Institute of Finance and Management Science, Norwegian School of Economics and Business Administration, A Simple Risk-Reducing Cross-Hedging Strategy: Using Soybean Oil Futures With Fish Oil Sales, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 04, Keywords: business administration, futures contract, futures position, futures price, hedge ratio, optimal hedge ratio, price risk, risk free
- Hall, Stephen G., Assistant Economic Advisor, Bank of England, London; Taylor, Mark R., Morgan Grenfell Professor of Financial Markets, City University Business School London, Modeling Risk Premia In Commodity Forward Prices: Some Evidence From The London Metal Exchange, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 05, Keywords: cash price, foreign exchange market,
- Hodges, Stewart D., Professor of Financial Management, University of Warwick; Neuberger, Anthony, Lecturer in Finance, London Business School, Optimal Replication Of Contingent Claims Under Transactions Costs, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 06, Keywords: black scholes, hedge ratio, interest rate, option pricing, pricing model, risk free, standard deviation, transaction cost, underlying asset, working paper
- Kofman, Paul Kofman, Ph.D. Candidate, Erasmus University Rotterdam: deVries, Casper G., Department of Economics Erasmus University Rotterdam and K.U. Leuven, Potato Futures Returns: A Tail Investigation, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 07, Keywords: commodity futures, futures contract, futures price, price change
- Patel, Kanaklata, Lecturer in Finance, Imperial College, University of London; Paxson, Dean A., Senior Fellow, Manchester Business School, Basis Convergence And Rate Volatility In Sterling Libor Futures, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 08, Keywords: bill futures, commodity futures, futures price, interest rate, long term, rate futures, short term, spot price, trading volume
- Allen, Helen, Economic Analyst, Bank of England, London: Taylor, Mark R., Morgan Grenfell Professor of Financial Markets. City University Business School, London, Chart Analysis And The Foreign Exchange Market, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 09, Keywords: foreign exchange market, interest rate, market price, percent level, short term, stock market
- Connor, Gregory, Abbey Life Visiting Professor of Investment, University College Dublin; Dillon, Barry Dillon, Associate Manager and Head of New Products, J.E. Davy Stockbrokers, Dublin, Organized Exchanges In Small Economies: The Case Of Irish Futures Trading, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 10, Keywords: american economic review, cash market, financial economics, financial futures, futures contract, futures exchange, futures trading, hong kong, index futures, index futures trading, interest rate, market maker, market volatility, price discovery, price discovery process, rate futures, stock exchange, stock index, stock index futures, stock index futures trading, tokyo stock exchange, trading volume
- Chicago Board of Trade, Participants, Review of Futures Markets, Vol: 0008, Issue: 002, Article: 11,
Copyright 2006 Kent State University. All Rights Reserved. Terms of Use. Privacy Policy. Contact.
