TABLE OF CONTENTS
Volume 12, Issue 1-2 (May 2006)
Derivatives Use |
Derivatives Trading |
Derivatives Regulation |
Exchange New product News |
Book Reviews
Editorial
Invited Editorial
Stephen E Satchell
J deriv hedge funds 12: 1; doi:10.1057/palgrave.dutr.1840038
Derivatives Use
A synthetic protective put strategy for phased investment in projects without an outright deferral
Sukanto Bhattacharya
J deriv hedge funds 12: 2-13; doi:10.1057/palgrave.dutr.1840039
The VIX and VXN volatility measures: Fear gauges or forecasts?
Marcelle Arak and Naranchimeg Mijid
J deriv hedge funds 12: 14-27; doi:10.1057/palgrave.dutr.1840040
Autocorrelation, bias and fat tails: Are hedge funds really attractive investments?
Martin Eling
J deriv hedge funds 12: 28-47; doi:10.1057/palgrave.dutr.1840041
Unobservable information and behavioural patterns in futures markets: The case for Brent Crude Oil, Gold and Robusta Coffee contracts
Spyros Spyrou
J deriv hedge funds 12: 48-59; doi:10.1057/palgrave.dutr.1840042
Correlation, price discovery and co-movement of asset-backed securities and equity
Andreas A Jobst
J deriv hedge funds 12: 60-101; doi:10.1057/palgrave.dutr.1840043
Derivatives Trading
Trading efficiency of commodity trading advisors using Data Envelopment Analysis
Greg N Gregoriou
J deriv hedge funds 12: 102-114; doi:10.1057/palgrave.dutr.1840044
Price risk and bid-ask spreads of current options
Maria E de Boyrie, Yong O Kim and Simon J Pak
J deriv hedge funds 12: 115-125; doi:10.1057/palgrave.dutr.1840045
Modelling and trading the gasoline crack spread: A non-linear story
Christian L Dunis, Jason Laws and Ben Evans
J deriv hedge funds 12: 126-145; doi:10.1057/palgrave.dutr.1840046
Index futures trading, information and stock market volatility: The case of Greece
Christos Floros and Dimitrios V Vougas
J deriv hedge funds 12: 146-166; doi:10.1057/palgrave.dutr.1840047
Derivatives Regulation
US legal and regulatory developments: Prohibition on energy market manipulation
Ian Cuillerier
J deriv hedge funds 12: 167-175; doi:10.1057/palgrave.dutr.1840048
Exchange New product News
Exchange New product News
J deriv hedge funds 12: 176-179; doi:10.1057/palgrave.dutr.1840049
