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.

Sample Issue

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

Richard Quandt

Christopher A. Sims

James H. Stock

Mark W. Watson