Futures and forward contracts
- Efficient Out-of-Sample Pricing of VIX FuturesShuxin Guo and Qiang LiuThe Journal of Derivatives November 2019, jod.2019.1.089; DOI: https://doi.org/10.3905/jod.2019.1.089
- Do Implicit Phenomena Matter? Evidence from China Stock Index FuturesMin-Yuh Day, Paoyu Huang, Yensen Ni and Yuhsin ChenThe Journal of Alternative Investments June 2018, 21 (1) 79-91; DOI: https://doi.org/10.3905/jai.2018.1.062
- Hedging High-Yield and Emerging Market Bond Tail Risk with VIX® FuturesBerlinda Liu and Hong XieThe Journal of Alternative Investments September 2019, 22 (2) 81-98; DOI: https://doi.org/10.3905/jai.2019.1.080
- Testing Futures Trading Strategy AssumptionsMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments September 2019, 22 (2) 47-63; DOI: https://doi.org/10.3905/jai.2019.1.075
- The Impact of Performance Fees on Multi-Manager CTA PortfoliosKathryn Kaminski and Marat MolybogaThe Journal of Alternative Investments September 2019, 22 (2) 24-34; DOI: https://doi.org/10.3905/jai.2019.22.2.024
- Protecting the Downside of Trend When It Is Not Your FriendKun Yang, Edward Qian and Bryan BeltonThe Journal of Portfolio Management June 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087
- The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds RateJohn Burke and Andreas ChristofiThe Journal of Fixed Income March 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
- Financial ETNs and Certificates on Nordic Power ContractsTarjei KristiansenThe Journal of Index Investing November 2018, 9 (3) 24-36; DOI: https://doi.org/10.3905/jii.2018.9.3.024
- The Collateral-Linked Currency Forward (CLCF) Contract: Blockchain-Enabled OTC Currency Forward Market InfrastructureWarren PenningtonThe Journal of Index Investing August 2018, 9 (2) 27-33; DOI: https://doi.org/10.3905/jii.2018.9.2.027
- Trading the VIX Futures Roll Using Exchange-Traded FundsDavid L. Buehler and Patrick J. CusatisThe Journal of Trading March 2018, 13 (2) 47-56; DOI: https://doi.org/10.3905/jot.2018.13.2.047
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