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Inside the financial futures markets
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Inside the financial futures markets (1981)Inside the financial futures marketsPrice Discovery in South African Financial Markets: Investigating the Relationship Between South Africa's Stock Index Futures Market and the Underlying Market (2001)Price Discovery in South Afri…Cross‐Hedging of Exchange‐Rate Risk (1996)Cross‐Hedging of Exchange‐Rat…Options and Futures: A Tutorial (1992)Options and Futures: A Tutori…Cross Hedging (1981)International trade with forward-futures markets under exchange rate and price uncertainty (1986)Export as an Option (1999)Exports and Indirect Hedging of Foreign Currency Risk (1999)Cross Hedging with Currency Forward Contracts (2012)International Trade and the Forward Exchange Market (2016)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Theory of rational option pricing (2005)Captured Futures (2025)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
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  • 1992Options and Futures: A Tutorial17 cited
  • 1996Cross‐Hedging of Exchange‐Rate Risk16 cited
  • 2001Price Discovery in South African Financial Markets: Investigating the Relationship Between South Africa's Stock Index Futures Market and the Underlying Market16 cited

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