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~isPartOf:"The journal of futures markets"
~isPartOf:"The review of economics and statistics"
~subject:"Derivat"
~subject:"Interest rate derivative"
~subject:"Public bond"
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Derivat
Interest rate derivative
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USA
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342
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252
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252
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Kolb, Robert W.
7
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6
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5
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4
Fung, Hung-gay
4
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3
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3
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3
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3
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3
Krehbiel, Timothy L.
3
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3
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3
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3
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3
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2
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2
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
60
The journal of finance : the journal of the American Finance Association
58
Journal of banking & finance
44
Journal of financial and quantitative analysis : JFQA
42
Advances in futures and options research : a research annual
39
The journal of fixed income
38
The review of financial studies
32
Journal of financial economics
31
Municipal finance journal : the state and local financing and municipal securities advisor
26
NBER working paper series
26
Review of futures markets
24
The journal of structured finance
23
The journal of financial research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The financial review : the official publication of the Eastern Finance Association
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17
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13
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Interest rate futures : concepts and issues
12
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10
Handbook of financial markets : securities, options and futures
10
International finance discussion papers
10
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10
Review of quantitative finance and accounting
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International review of financial analysis
9
Quarterly journal of business and economics : QJBE
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economics letters
8
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ECONIS (ZBW)
254
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1
The treasury's experiment with single-price auctions in the mid-1970s : winner's or taxpayer's curse?
Simon, David P.
- In:
The review of economics and statistics
76
(
1994
)
4
,
pp. 754-760
Persistent link: https://www.econbiz.de/10001332880
Saved in:
2
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:
3
The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham
- In:
The journal of futures markets
12
(
1992
)
6
,
pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
Saved in:
4
Bid-ask spreads in financial futures
Laux, Paul A.
- In:
The journal of futures markets
12
(
1992
)
6
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001133908
Saved in:
5
Extreme price movements and margin levels in futures markets
Edwards, Franklin R.
- In:
The journal of futures markets
8
(
1988
)
6
,
pp. 639-655
Persistent link: https://www.econbiz.de/10001134534
Saved in:
6
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:
7
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:
8
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:
9
The "weekend effect" for stock indexes and stock index futures : dividend and interest rate effects
Phillips-Patrick, Frederick J.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 115-121
Persistent link: https://www.econbiz.de/10001134567
Saved in:
10
Option price behavior in grain futures markets
Wilson, William W.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10001134571
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