Journal of Futures Markets

Copyright © 2012 Wiley Periodicals, Inc., A Wiley Company

Cover image for Journal of Futures Markets

March 2012

Volume 32, Issue 3

Pages 203–299

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Regime-dependent smile-adjusted delta hedging (pages 203–229)

      Carol Alexander, Alexander Rubinov, Markus Kalepky and Stamatis Leontsinis

      Article first published online: 9 MAR 2011 | DOI: 10.1002/fut.20517

    2. The role of the temporary component in spot prices in the revision of expected future spot prices: Evidence from index futures quotes (pages 230–251)

      Hyung Cheol Kang, Dong Wook Lee, Eun Jung Lee and Kyung Suh Park

      Article first published online: 11 MAR 2011 | DOI: 10.1002/fut.20513

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      The relationship between currency carry trades and U.S. stocks (pages 252–271)

      Yiuman Tse and Lin Zhao

      Article first published online: 2 MAR 2011 | DOI: 10.1002/fut.20516

    4. An empirical analysis of dynamic multiscale hedging using wavelet decomposition (pages 272–299)

      Thomas Conlon and John Cotter

      Article first published online: 7 MAR 2011 | DOI: 10.1002/fut.20519

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