Journal of Futures Markets

Cover image for Vol. 32 Issue 5

May 2012

Volume 32, Issue 5

Pages 397–503

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Hedging under model misspecification: All risk factors are equal, but some are more equal than others … (pages 397–430)

      Nicole Branger, Eva Krautheim, Christian Schlag and Norman Seeger

      Version of Record online: 10 MAY 2011 | DOI: 10.1002/fut.20530

    2. Multivariate downside risk: Normal versus Variance Gamma (pages 431–458)

      Martin Wallmeier and Martin Diethelm

      Version of Record online: 3 AUG 2011 | DOI: 10.1002/fut.20539

    3. The convenience yield implied in European natural gas hub trading (pages 459–479)

      Markus Hochradl and Margarethe Rammerstorfer

      Version of Record online: 20 APR 2011 | DOI: 10.1002/fut.20523

    4. Equity volatility, bond yields, and yield spreads (pages 480–503)

      Daniel Jubinski and Amy F. Lipton

      Version of Record online: 26 MAY 2011 | DOI: 10.1002/fut.20521