The effect of futures trading on the price volatility of GNMA securities
Year of publication: |
1982
|
---|---|
Authors: | Simpson, W. Gary |
Other Persons: | Ireland, Timothy C. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 2.1982, 4, p. 357-366
|
Subject: | Zinsderivat | Interest rate derivative | USA | United States | 1975 |
-
Does the wild card option really have value?
LaBarge, Karin P., (1989)
-
The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram, (1993)
-
Oberman, Raoul F., (1990)
- More ...
-
The impact financial futures on the cash market for treasury bills
Simpson, W. Gary, (1985)
-
The effect of futures trading on the price volatility of GNMA securities
Simpson, W. Gary, (1985)
-
The predictive value of stock index futures contracts
Ireland, Timothy C., (1989)
- More ...