Review of Futures Markets/
Educational Research Foundation Symposia
Review of Futures Markets
Year: 1989 Issue: 003
- Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 01, Keywords: bill futures, bill futures contract, bond futures, bond futures contract, financial futures, futures contract, price discovery, stanford university, treasury bill, treasury bond, treasury bond futures contract
- Chicago Board of Trade, Introduction, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 02, Keywords: bill futures, bond futures contract, futures contract, index futures, market efficiency
- Patel, Jayendu, Assistant Professor of Public Policy, Harvard University; Zeckhauser, Richard, Frank P. Ramsey Professor of Poli, Treasury Bill Futures As Unbiased Predictors: New Evidence And Relation To Unexpected Inflation, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 03, Keywords: bill futures, federal reserve, futures contract, futures price, interest rate, ordinary least squares, rate futures, spot price, term structure, time series, treasury bill
- Lauterbach, Beni, Assistant Professor of Economics, Bar Han University, Israel; Monroe, Margaret A., Assistant Professor of Fina, A Transaction Data Examination Of The Weekend Effect In Futures Markets, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 04, Keywords: chicago mercantile exchange, futures contract, index futures, mercantile exchange, standard deviation, stock index, stock index futures
- Carnes, W. Stansbury, Senior Economist, Shearson Lehman Hutton, New York; Gay, Gerald D., Professor of Finance, Georgia State Un, Fed-Watching, Monetary Policy Regimes, And The Response Of Financial Futures To Money Announcements, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 05, Keywords: american economic review, bill futures, bond futures, federal reserve, financial futures, foreign exchange market, futures contract, futures price, interest rate, long term, short term, short term interest rates
- Khoury, Nabil T. and Yourougou, Pierre, Faculty of Business Administration, Laval University, Quebec, Canada, Price Discovery Performance And Maturity Effects In The Canadian Feed Wheat Market, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 06, Keywords: cash market, cash price, commodity exchange, commodity futures, futures price, price discovery, spot price
- Warshawsky, Mark, Economist, Board of Governors of the Federal Reserve System, The Adequacy And Consistency Of Margin Requirements: The Cash, Futures, And Options Segments Of The Equity Market, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 07, Keywords: cash market, commodity futures, commodity futures trading, commodity futures trading commission, federal reserve, federal reserve board, futures contract, futures trading, futures trading commission, index futures, index options, option pricing, price volatility, sample period, standard deviation, stock index, stock index futures, stock market, stock market crash, time period, trading commission, underlying asset
- Barone-Adesi, Giovanni, Faculty of Business and Department of Statistics, University of Alberta; Elliott, Robert J., Faculty of Business and Department of Statistics, University of Alberta, Pricing The Treasury Bond Futures Contract As The Minimum Value Of Deliverable Bond Prices, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 08,
- Hein, Scott E, First National Bank at Lubbock, Distinguished Scholar, Texas Tech University; MacDonald, S. Scott, Associate Prof, On The Difference Between Daily Treasury Bill Futures Contract Rates And Implied Forward Rates, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 09, Keywords: american economic review, bill futures, bill futures contract, bill futures market, federal reserve, futures contract, interest rate, market efficiency, short term, short term interest rates, term structure, time series, treasury bill, treasury bill futures market, working paper
- Chicago Board of Trade, Back Matter, Review of Futures Markets, Vol: 0008, Issue: 003, Article: 10,