Journal of Futures Markets

Cover image for Journal of Futures Markets

April 1989

Volume 9, Issue 2

Pages fmi–fmi, 87–177

  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.3990090201

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Cross hedging the Italian Lira/US dollar exchange rate with deutsch mark futures (pages 87–99)

      Francesco S. Braga, Larry J. Martin and Karl D. Meilke

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990090202

    2. Price discovery for feeder cattle (pages 113–121)

      Charles M. Oellermann, B. Wade Brorsen and Paul L. Farris

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990090204

    3. Optimal futures spread positions (pages 123–133)

      Geoff Poitras

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990090205

    4. Determinants of an individual's demand for hedging instruments (pages 135–141)

      Rafael Eldor, David Pines and Abba Schwartz

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990090206

    5. The daily effect in the gold market: A reply (pages 175–177)

      Christopher K. Ma, G. Wenchi Wong and Edwin D. Maberly

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990090210

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