Journal of Futures Markets: Volume 37, Number 8, August 2017

• Date: 01 August 2017
• DOI: http://doi.org/10.1002/fut.21815
• Published date: 01 August 2017

Volume 37 Number 8 August 2017

FUTURES MARKETS

CONTENTSCONTENTS

T H E J O U R N A L O F

Special Issue from the 2016 Asia-Pacifi c Association Special Issue from the 2016 Asia-Pacifi c Association

of Derivatives Conferenceof Derivatives Conference

Editor’s Note Editor’s Note

743743

ROBERT I. WEBBROBERT I. WEBB

Sugar with your Coff ee? Fundamentals, Financials, and Softs Sugar with your Coff ee? Fundamentals, Financials, and Softs

Price Uncertainty Price Uncertainty

744744

GENGEN`

EVRE COVINDASSAMY, MICHEL A. ROBE, EVRE COVINDASSAMY, MICHEL A. ROBE, andand JONATHAN WALLEN JONATHAN WALLEN

Macroeconomic Conditions and Credit Default Swap Macroeconomic Conditions and Credit Default Swap

Spread Changes Spread Changes

766766

TONG SUK KIM, JAE WON PARK, TONG SUK KIM, JAE WON PARK, andand YUEN JUNG PARK YUEN JUNG PARK

Momentum in International Commodity Futures Markets Momentum in International Commodity Futures Markets

803803

JANGKOO KANG JANGKOO KANG andand KYUNG YOON KWON KYUNG YOON KWON

The CDS-Bond Basis Arbitrage and the Cross Section of The CDS-Bond Basis Arbitrage and the Cross Section of

Corporate Bond Returns Corporate Bond Returns

836836

GI H. KIM, HAITAO LI, GI H. KIM, HAITAO LI, andand WEINA ZHANG WEINA ZHANG

wileyonlinelibrary.com

Volume 37, Number 8 was mailed the week of July 10, 2017

fut_37 (8)_TOC.indd 741fut_37 (8)_TOC.indd 741 24/06/17 10:31 am24/06/17 10:31 am