No. 36-10, October 2016
Index
- An Analysis of the Risk‐Return Characteristics of Serially Correlated Managed Futures
- Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches
- Fat‐Finger Trade and Market Quality: The First Evidence From China
- Futures Price Response to Crop Reports in Grain Markets
- Journal of Futures Markets: Volume 36, Number 10, October 2016
- Risk‐Free Rates and Variance Futures Prices