Journal of Futures Markets

Cover image for Journal of Futures Markets

June 1988

Volume 8, Issue 3

Pages fmi–fmi, 249–390

  1. Masthead

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

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080301

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    4. Forthcoming Article
    1. Hedging with futures in an intertemporal portfolio context (pages 249–269)

      Michael Adler and Jerome Detemple

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080302

    2. The pricing and performance of stock index futures spreads (pages 303–318)

      Randall S. Billingsley and Don M. Chance

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080305

    3. The hedging performance of ECU futures contracts (pages 335–352)

      Anthony Saunders and Stanley Sienkiewicz

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080307

    4. Examining the validity of a test of futures market efficiency (pages 365–372)

      Emmett Elam and Bruce L. Dixon

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080309

    5. American vs. European options on the value line index (pages 373–388)

      Nusret Cakici, T. Hanan Eytan and Giora Harpaz

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080310

  3. Forthcoming Article

    1. Top of page
    2. Masthead
    3. Articles
    4. Forthcoming Article
    1. Forthcoming article (page 390)

      Version of Record online: 27 DEC 2006 | DOI: 10.1002/fut.3990080312

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