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Journal of financial and quantitative analysis : JFQA
NBER working paper series
273
Working paper / National Bureau of Economic Research, Inc.
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233
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214
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184
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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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2
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
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3
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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4
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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5
Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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6
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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7
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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8
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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9
Discontinuous interest rate processes : an equilibrium model for bond option prices
Attari, Mukarram
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001453389
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10
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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