Econometric Modeling: Derivatives eJournal
This eJournal distributes working and accepted paper abstracts of econometric studies of derivatives, including options, futures, and swaps; hedging techniques; and the role of hedge funds. The topics in this eJournal include topics from sections G13 and G14 of the JEL classification system.
Click here to Browse our Electronic Library to view our archives of abstracts and associated full text papers published in this journal.
Econometric Modeling: Derivatives eJournal Advisory Board
Click on the individual's name below to view the advisory board member's author home page.
Angus S. Deaton
Robert F. Engle
Jerry A. Hausman
James J. Heckman
Daniel L. McFadden
Christopher A. Sims
James H. Stock
Mark W. Watson