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The quality delivery option in treasury bond futures contracts
Hemler, Michael Lee - In: The journal of finance : the journal of the American … 45 (1990) 5, pp. 1565-1586
Persistent link: https://www.econbiz.de/10001103793
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Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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Hedging or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
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Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter H. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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How markets process information : news releases and volatility
Ederington, Louis H. - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1161-1191
Persistent link: https://www.econbiz.de/10001152163
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An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
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Lattice models for pricing American interest rate claims
Li, Anlong - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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Noise as information for illiquidity
Hu, Xing; Pan, Jun; Wang, Jiang - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2341-2382
Persistent link: https://www.econbiz.de/10010237384
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The TIPS-Treasury bond puzzle
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2151-2197
Persistent link: https://www.econbiz.de/10010489671