The effect of futures price volatility on the price volatility of treasury bonds
Year of publication: |
1986
|
---|---|
Authors: | Bhattacharya, Anand K. |
Other Persons: | Sundaram, Srinivasan (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 193-213
|
Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | USA | United States | 1980-1984 |
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