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Interest rate derivative
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Review of futures markets
The journal of futures markets
The review of economics and statistics
Advances in futures and options research : a research annual
15
The journal of fixed income
10
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
7
Journal of financial and quantitative analysis : JFQA
6
Applied financial economics
4
Economic policy review
4
Journal of financial economics
4
Selected writings on futures markets : explorations in financial futures markets
4
The journal of business : B
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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International review of financial analysis
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Interest rate futures : concepts and issues
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Proceedings of a Conference on Bank Structure and Competition
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ECONIS (ZBW)
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1
Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Saved in:
2
Cash-futures arbitrage and forward-futures spreads in the Treasury bill market
Allen, Linda
- In:
The journal of futures markets
8
(
1988
)
5
,
pp. 563-573
Persistent link: https://www.econbiz.de/10001134540
Saved in:
3
Daily trading estimates for treasury bond futures contract prices
LaBarge, Karin P.
- In:
The journal of futures markets
8
(
1988
)
5
,
pp. 533-561
Persistent link: https://www.econbiz.de/10001134541
Saved in:
4
Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R.
- In:
The journal of futures markets
8
(
1988
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
Saved in:
5
The joint effect of housing start and inflation announcements on GNMA futures prices
Bhattacharya, Anand K.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 645-657
Persistent link: https://www.econbiz.de/10001135345
Saved in:
6
On the informational role of Treasury bill futures
Hegde, Shantaram P.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
Saved in:
7
The relative efficiency of the gold and Treasury bill futures markets
Monroe, Margaret A.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 477-493
Persistent link: https://www.econbiz.de/10001135408
Saved in:
8
The effect of monetary surprises on financial futures prices
Woodward, Richard S.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001135428
Saved in:
9
The quality option in the Treasury bond futures market : an empirical assessment
Kane, Alex
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001135458
Saved in:
10
The hedging performance of the CD futures market
Overdahl, James A.
- In:
The journal of futures markets
6
(
1986
)
1
,
pp. 71-81
Persistent link: https://www.econbiz.de/10001135564
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