1. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets;R Akin;Santa Cruz Centre for International Economics,2003
2. Optimal Hedging Using Cointegration;C Alexander;Philosophical Transactions: Mathematical, Physical and Engineering Sciences,1999
3. Cross Hedging;R W Anderson;The Journal of Political Economy,1981
4. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange;G T Anderson;The Rodney L. White Center for Financial Research,2002
5. The Profitability of Index Futures Arbitrage: Evidence from Bid-Ask Quotes;K H Bae;The Journal of Futures Markets,1998