Journal of Futures Markets

Cover image for Journal of Futures Markets

April 1991

Volume 11, Issue 2

Pages fmi–fmi, 135–257

  1. Masthead

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

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990110201

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Risk premia and price volatility in futures markets (pages 165–177)

      Jisoo Yoo and G. S. Maddala

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990110204

    2. Stock price volatility: Some evidence from an ARCH model (pages 191–200)

      Brad Baldauf and G. J. Santoni

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990110206

    3. Tailing the hedge: Why and how (pages 201–212)

      Stephen Figlewski, Yoram Landskroner and William L. Silber

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990110207

    4. Margin requirements and the demand for futures contracts (pages 213–237)

      L. Kalavathi and Latha Shanker

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990110208

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