Journal of Futures Markets

Cover image for Journal of Futures Markets

October 1990

Volume 10, Issue 5

Pages fmi–fmi, 443–565

  1. Masthead

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

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100501

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. On valuing complex interest rate claims (pages 443–455)

      Peter Ritchken and L. Sankarasubramanian

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100502

    2. An examination of basis risk due to estimation (pages 457–467)

      James T. Moser and Billy Helms

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100503

    3. The efficiency of the U.S. dollar index futures market (pages 469–479)

      Giora Harpaz, Steven Krull and Joseph Yagil

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100504

    4. A discretionary approach to hedging a lender's exposure in adjustable rate mortgages (pages 481–496)

      Thomas F. Gosnell and Andrea J. Heuson

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100505

    5. Hedge ratios under inherent risk reduction in a commodity complex (pages 497–504)

      Dah-Nein Tzang and Raymond M. Leuthold

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100506

    6. Options and investment strategies (pages 505–517)

      Bernard Morard and Ahmed Naciri

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100507

    7. Commodity convenience yields as an option profit (pages 519–533)

      Robert Heinkel, Maureen E. Howe and John S. Hughes

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100508

    8. Corporate taxes and hedging with futures (pages 535–540)

      T. Hanan Eytan

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100509

    9. Margin requirements in futures markets: Their relationship to price volatility (pages 541–554)

      Raymond P. H. Fishe, Lawrence G. Goldberg, Thomas F. Gosnell and Sujata Sinha

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100510

    10. Testing unbiasedness in futures markets: A clarification (pages 555–562)

      Scott E. Hein, Christopher K. Ma and S. Scott MacDonald

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100511

    11. Futures bibliography (pages 563–565)

      Robert T. Daigler

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100512

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