Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0088-y is not listed on IDEAS
- M. Illueca & J. Lafuente, 2008.
"Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission,"
Spanish Economic Review,
Springer;Spanish Economic Association, vol. 10(3), pages 197-219, September.
- Juan A. Lafuente & Manuel Illueca Muñoz, 2004. "Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission," Working Papers. Serie EC 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Robert J. Shiller & Karl E. Case & Allan N. Weiss, 1995.
"Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate,"
Cowles Foundation Discussion Papers
1098, Cowles Foundation for Research in Economics, Yale University.
- Karl E. Case & Robert J. Shiller & Allan N. Weiss, 1995. "Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate," NBER Working Papers 5078, National Bureau of Economic Research, Inc.
- Bertrand, Philippe & Prigent, Jean-luc, 2016.
"Equilibrium of financial derivative markets under portfolio insurance constraints,"
Elsevier, vol. 52(PA), pages 278-291.
- Vincent Lapointe & Jean-Luc Prigent & Philippe Bertrand, 2016. "Equilibrium of financial derivative markets under portfolio insurance constraints," Post-Print hal-01833070, HAL.
- Philippe Bertrand & Jean-Luc Prigent, 2016. "Equilibrium of financial derivative markets under portfolio insurance constraints," Post-Print hal-01833065, HAL.
- Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, University Library of Munich, Germany.
- Fehle, Frank, 2004. "A note on transaction costs and the existence of derivatives markets," Journal of Economics and Business, Elsevier, vol. 56(1), pages 63-70.
- James Vickery & Joshua Wright, 2013.
"TBA trading and liquidity in the agency MBS market,"
Economic Policy Review,
Federal Reserve Bank of New York, issue May, pages 1-18.
- James Vickery & Joshua Wright, 2010. "TBA trading and liquidity in the agency MBS market," Staff Reports 468, Federal Reserve Bank of New York.
- Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, University Library of Munich, Germany.
- repec:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9239-4 is not listed on IDEAS
- David C. Ling, 1993. "Mortgage-Backed Futures and Options," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(1), pages 47-67.
- Cuny, Charles J., 2006. "Why derivatives on derivatives? The case of spread futures," Journal of Financial Intermediation, Elsevier, vol. 15(1), pages 132-159, January.
- Jo Corkish & Allison Holland & Anne Fremault Vila, 1997. "The Determinants of Successful Financial Innovation: an Empirical Analysis of Futures Innovation on LIFFE," Bank of England working papers 70, Bank of England.
- repec:ipg:wpaper:2014-330 is not listed on IDEAS
- Tashjian, Elizabeth, 1995. "Optimal futures contract design," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 153-162.
- Pennings, Joost M. E. & M. Leuthold, Raymond, 2001. "Introducing new futures contracts: reinforcement versus cannibalism," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 659-675, October.
- Jędrzej Białkowski & Jan Koeman, 2017. "Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures," Working Papers in Economics 17/18, University of Canterbury, Department of Economics and Finance.
- Hung, Mao-Wei & Lin, Bing-Huei & Huang, Yu-Chuan & Chou, Jian-Hsin, 2011. "Determinants of futures contract success: Empirical examinations for the Asian futures markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 452-458, June.
- Yi-Min Chen & Feng-Jyh Lin, 2013. "Do financially innovative futures matter?," The Service Industries Journal, Taylor & Francis Journals, vol. 33(9-10), pages 941-957.
- Timothy Riddiough, 2001. "Intermediation, Standardization and Learning in Financial Markets: Some Evidence and Implications," Wisconsin-Madison CULER working papers 01-09, University of Wisconsin Center for Urban Land Economic Research.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:rfinst:v:2:y:1989:i:1:p:1-23. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/sfsssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.