Journal of Futures Markets

Cover image for Journal of Futures Markets

December 1996

Volume 16, Issue 8

Pages fmi–fmi, 859–968

  1. Masthead

    1. Top of page
    2. Masthead
    1. Masthead (page fmi)

      Article first published online: 12 MAR 2007 | DOI: 10.1002/fut.3990160801

    1. Interest-rate option pricing revisited (pages 859–863)

      Craig Merrill and David Babbel

      Article first published online: 7 DEC 1998 | DOI: 10.1002/(SICI)1096-9934(199612)16:8<859::AID-FUT1>3.0.CO;2-L

    2. The Fed funds futures rate as a predictor of federal reserve policy (pages 865–879)

      Joel T. Krueger and Kenneth N. Kuttner

      Article first published online: 7 DEC 1998 | DOI: 10.1002/(SICI)1096-9934(199612)16:8<865::AID-FUT2>3.0.CO;2-K

    3. Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons (pages 881–897)

      Gordon Gemmill

      Article first published online: 7 DEC 1998 | DOI: 10.1002/(SICI)1096-9934(199612)16:8<881::AID-FUT3>3.0.CO;2-I

    4. Normal backwardation in short-term interest rate futures markets (pages 899–913)

      Tim Krehbiel and Roger Collier

      Article first published online: 7 DEC 1998 | DOI: 10.1002/(SICI)1096-9934(199612)16:8<899::AID-FUT4>3.0.CO;2-H

    5. The predictive power of implied stochastic variance from currency options (pages 915–942)

      Dajiang Guo

      Article first published online: 7 DEC 1998 | DOI: 10.1002/(SICI)1096-9934(199612)16:8<915::AID-FUT5>3.0.CO;2-P

    6. Regulatory competition and the efficiency of alternative derivative product margining systems (pages 943–968)

      Paul H. Kupiec and A. Patricia White

      Article first published online: 7 DEC 1998 | DOI: 10.1002/(SICI)1096-9934(199612)16:8<943::AID-FUT6>3.0.CO;2-M

SEARCH

SEARCH BY CITATION