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The liquidity effects of official bond market intervention
Pooter, Michiel de; Martin, Robert F.; Pruitt, Seth - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 243-268
Persistent link: https://www.econbiz.de/10011929423
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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Treasury bond illiquidity and global equity returns
Goyenko, Ruslan; Sarkissian, Sergei - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
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Is there news in the prime rate?
Slovin, Myron B. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 633-646
Persistent link: https://www.econbiz.de/10001175112
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Segmentation in the treasury bill market : evidence from cash management bills
Simon, David P. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10001102363
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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The treasury yield curve as a cointegrated system
Bradley, Michael G. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10001129735
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Bond price data and bond market liquidity
Sarig, Oded H. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 367-378
Persistent link: https://www.econbiz.de/10001074007
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Expectations and risk in the Treasury bill market : an instrumental variables approach
Simon, David P. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 357-365
Persistent link: https://www.econbiz.de/10001074009
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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