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The short-run dynamics of the price adjustment to new information
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10001218108
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Day-of-the-week effects in financial futures : an analysis of GNMA, T-bond, T-note, and T-bill contracts
Tashjian, Elizabeth - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10001102371
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Futures prices on yields, forward prices, and implied forward prices from term structure
Sundaresan, Suresh M. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 409-424
Persistent link: https://www.econbiz.de/10001113528
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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Quality option profits, switching option profits, and variation margin costs : an evaluation of their size and impact on treasury bond futures prices
Barnhill, Theodore M. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 65-86
Persistent link: https://www.econbiz.de/10001082513
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Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos; Payne, Richard; Vasios, Michalis - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
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Measuring rents and interest rate risk in imperfect financial markets : the case of retail bank deposits
Hutchison, David E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 3, pp. 399-417
Persistent link: https://www.econbiz.de/10001218974
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Banks' internal capital markets and deposit rates
Ben-David, Itzhak; Palvia, Ajay; Spatt, Chester S. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 1797-1826
Persistent link: https://www.econbiz.de/10011928431
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The two sides of derivatives usage : hedging and speculating with interest rate swaps
Chernenko, Sergey; Faulkender, Michael - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1727-1754
Persistent link: https://www.econbiz.de/10009623284
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Intra- and interindustry effects of bank securities market activities : the case of discount brokerage
Saunders, Anthony - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 467-482
Persistent link: https://www.econbiz.de/10001043899