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Futures and forward contracts

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  • Efficient Out-of-Sample Pricing of VIX Futures
    Shuxin Guo and Qiang Liu
    The 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 Futures
    Min-Yuh Day, Paoyu Huang, Yensen Ni and Yuhsin Chen
    The 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® Futures
    Berlinda Liu and Hong Xie
    The Journal of Alternative Investments September 2019, 22 (2) 81-98; DOI: https://doi.org/10.3905/jai.2019.1.080
  • Testing Futures Trading Strategy Assumptions
    Mark C. Hutchinson and John O’Brien
    The 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 Portfolios
    Kathryn Kaminski and Marat Molyboga
    The 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 Friend
    Kun Yang, Edward Qian and Bryan Belton
    The 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 Rate
    John Burke and Andreas Christofi
    The 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 Contracts
    Tarjei Kristiansen
    The 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 Infrastructure
    Warren Pennington
    The 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 Funds
    David L. Buehler and Patrick J. Cusatis
    The Journal of Trading March 2018, 13 (2) 47-56; DOI: https://doi.org/10.3905/jot.2018.13.2.047

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