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Hedging corporate debt with US Treasury bond futures
Kuberek, Robert C. - In: The journal of futures markets 3 (1983) 4, pp. 345-353
Persistent link: https://www.econbiz.de/10001085134
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Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
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Estimation of physical intensity models for default risk
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 29 (2009) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10003831056
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Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William; Sun, David - In: The journal of futures markets 29 (2009) 12, pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991
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Credit spread changes and monetary policy surprises : the evidence from the fed funds futures market
Zhu, Xiaoneng - In: The journal of futures markets 33 (2013) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10009699453
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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
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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
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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
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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
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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