Journal of Futures Markets

Cover image for Journal of Futures Markets

February 1987

Volume 7, Issue 1

Pages fmi–fmi, 1–113

  1. Masthead

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

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070101

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    4. Miscellaneous
    1. Systematic risk, dividend yield and the hedging performance of stock index futures (pages 1–13)

      Robert Jennings and David Graham

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070102

    2. Marking-to-market, stochastic interest rates and discounts on stock index futures (pages 15–20)

      Jack S. K. Chang and Jean C. H. Loo

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070103

    3. An application of arbitrage pricing theory to futures markets: Tests of normal backwardation (pages 21–34)

      Michael C. Ehrhardt, James V. Jordan and Ralph A. Walkling

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070104

    4. Hedging interest rate risk in banking (pages 35–47)

      Dr. David R. Goldfarb

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070105

    5. Option expirations and treasury bond futures prices (pages 49–64)

      Anand K. Bhattacharya

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070106

    6. Application of a simplified hedging rule (pages 65–72)

      Gary E. Bond, Stanley R. Thompson and Benny M. S. Lee

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070107

    7. Factors affecting agricultural futures price variance (pages 73–91)

      David Kenyon, Kenneth Kling, Jim Jordan, William Seale and Nancy McCabe

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070108

    8. Funds protections: An overview of what happens when a commodity broker becomes insolvent (pages 93–101)

      William F. Tueting and Christopher Q. King

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070109

  3. Miscellaneous

    1. Top of page
    2. Masthead
    3. Articles
    4. Miscellaneous
    1. Futures bibliography (pages 111–113)

      Robert T. Daigler

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990070112

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