Does deliverability enhance the value of US treasury bonds?
Year of publication: |
2008
|
---|---|
Authors: | Kuipers, David R. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 3, p. 264-274
|
Subject: | Staatspapier | Government securities | Optionsgeschäft | Option trading | Index-Futures | Index futures | USA | United States | 1999-2004 |
-
Price dynamics among exchange rates, stock index, and treasury bonds in futures markets
Najand, Mohammad, (1997)
-
What are the odds? : option-based forecasts of FOMC target changes
Emmons, William R., (2006)
-
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro, (2006)
- More ...
-
The external funding of academic finance research
Kuipers, David R., (2008)
-
The legal environment and corporate valuation : evidence from cross-border takeovers
Kuipers, David R., (2009)
-
Hu, Xing, (2011)
- More ...