No. 39-4, April 2019
Index
- Economic policy uncertainty, CDS spreads, and CDS liquidity provision
- How to hedge if the payment date is uncertain?
- Improving momentum strategies using residual returns and option‐implied information
- Journal of Futures Markets: Volume 39, Number 4, April 2019
- Semistatic hedging and pricing American floating strike lookback options
- Speculation and volatility—A time‐varying approach applied on Chinese commodity futures markets
- The term structure of systematic and idiosyncratic risk
- The trilogy of China cotton markets: The lead–lag relationship among spot, forward, and futures markets