Journal of Futures Markets

Cover image for Journal of Futures Markets

Autumn (Fall) 1986

Volume 6, Issue 3

Pages fmi–fmi, 343–509

  1. Masthead

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

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060301

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Optimal commodity hedging within the capital asset pricing model (pages 421–431)

      Gary E. Bond and Stanley R. Thompson

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060307

    2. Arbitrage opportunities with T-bill/T-bond futures combinations (pages 433–442)

      John C. Easterwood and A. J. Senchack Jr.

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060308

    3. The relative efficiency of the gold and treasury bill futures markets (pages 477–493)

      Margaret A. Monroe and Richard A. Cohn

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060311

    4. Legal and regulatory developments (pages 503–504)

      Frederick L. White and William Stein

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060313

    5. Futures Bibliography (pages 507–509)

      Robert T. Daigler

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060315

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