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Volumn 22, Issue 4, 2002, Pages 355-370

Complements or Substitutes? Equivalent Futures Contract Markets - The Case of Corn and Soybean Futures on U.S. and Japanese Exchanges

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Indexed keywords


EID: 0036101107     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10009     Document Type: Review
Times cited : (10)

References (13)
  • 1
    • 0346304905 scopus 로고    scopus 로고
    • The relationship Between U. S. and Canadian wheat futures
    • Booth, G. G., Brockman, P., & Tse, Y. (1998). The relationship Between U. S. and Canadian wheat futures. Applied Financial Economics, 8, 73-80.
    • (1998) Applied Financial Economics , vol.8 , pp. 73-80
    • Booth, G.G.1    Brockman, P.2    Tse, Y.3
  • 2
    • 33748689022 scopus 로고    scopus 로고
    • International linkages in Nikkei stock index futures markets
    • Booth, G. G., Lee, T. H., & Tse, Y. (1996). International linkages in Nikkei stock index futures markets. Pacific Basin Journal, 4, 59-76.
    • (1996) Pacific Basin Journal , vol.4 , pp. 59-76
    • Booth, G.G.1    Lee, T.H.2    Tse, Y.3
  • 3
    • 0031256721 scopus 로고    scopus 로고
    • International transmission of information in corn futures markets
    • Booth, G. G., & Ciner, C. (1997). International transmission of information in corn futures markets. Journal of Multinational Financial Management, 7(3), 175-187.
    • (1997) Journal of Multinational Financial Management , vol.7 , Issue.3 , pp. 175-187
    • Booth, G.G.1    Ciner, C.2
  • 4
    • 0001659575 scopus 로고
    • Meteor showers or heat waves?: Heteroscedastic intra-daily volatility in the foreign exchange market
    • Engle, R. F., Ito, T., & Lin, W. L. (1990). Meteor showers or heat waves?: Heteroscedastic intra-daily volatility in the foreign exchange market. Econometrica, 58, 525-542.
    • (1990) Econometrica , vol.58 , pp. 525-542
    • Engle, R.F.1    Ito, T.2    Lin, W.L.3
  • 6
    • 0347584099 scopus 로고    scopus 로고
    • Hedging short-term corn price risks in Tokyo versus Chicago's Project A
    • Leuthold, R. M., & Kim, M. (2000). Hedging short-term corn price risks in Tokyo versus Chicago's Project A. OFOR Paper Number 00-02.
    • (2000) OFOR Paper Number 00-02
    • Leuthold, R.M.1    Kim, M.2
  • 7
    • 0033425719 scopus 로고    scopus 로고
    • Arbitrage, cointegration, and the joint dynamics of prices across commodity futures auctions
    • Low, A. H. W., Muthuswamy, J., & Webb, R. I. (1999). Arbitrage, cointegration, and the joint dynamics of prices across commodity futures auctions. The Journal of Futures Markets, 19(7), 799-815.
    • (1999) The Journal of Futures Markets , vol.19 , Issue.7 , pp. 799-815
    • Low, A.H.W.1    Muthuswamy, J.2    Webb, R.I.3
  • 8
    • 0010851364 scopus 로고
    • Information dissemination uncertainty, the continuity of trading, and the structure of international futures markets
    • Marsh, T. A., & R. I. Webb (1983). Information dissemination uncertainty, the continuity of trading, and the structure of international futures markets. Review of Research in Futures Markets, 2(1), 36-71.
    • (1983) Review of Research in Futures Markets , vol.2 , Issue.1 , pp. 36-71
    • Marsh, T.A.1    Webb, R.I.2
  • 10
    • 0030487259 scopus 로고    scopus 로고
    • Market liquidity and depth on computerized and open outery trading systems: A comparison of DTB and LIFFE bund contracts
    • Pirrong, C. (1996). Market liquidity and depth on computerized and open outery trading systems: A comparison of DTB and LIFFE bund contracts. The Journal of Futures Markets, 16(5), 519-543.
    • (1996) The Journal of Futures Markets , vol.16 , Issue.5 , pp. 519-543
    • Pirrong, C.1
  • 11
    • 84979421251 scopus 로고
    • Innovation, competition, and new contract design in futures markets
    • Silber, W. L. (1981). Innovation, competition, and new contract design in futures markets. The Journal of Futures Markets, 1(2), 123-155.
    • (1981) The Journal of Futures Markets , vol.1 , Issue.2 , pp. 123-155
    • Silber, W.L.1
  • 12
    • 0030170758 scopus 로고    scopus 로고
    • The international transmission of information in eurodollar futures: A continuously trading market hypothesis
    • Tse, Y., Lee, T. H., & Booth, G. G. (1996). The international transmission of information in eurodollar futures: A continuously trading market hypothesis. Journal of International Money and Finance, 15, 447-465.
    • (1996) Journal of International Money and Finance , vol.15 , pp. 447-465
    • Tse, Y.1    Lee, T.H.2    Booth, G.G.3
  • 13
    • 84978586614 scopus 로고
    • The behavior of "false" futures prices
    • Webb, R. I. (1991). The behavior of "false" futures prices. The Journal of Futures Markets, 11(6), 651-668.
    • (1991) The Journal of Futures Markets , vol.11 , Issue.6 , pp. 651-668
    • Webb, R.I.1


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