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Price discovery and foreign participation in Korea's government bond futures and cash markets
Park, Cyn-Young; Mercado, Jr., Bogelio; Choi, Jaehun; … - In: The journal of futures markets 37 (2017) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10011669750
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An immunization strategy for futures contracts on government securities
Chambers, Donald Robert - In: The journal of futures markets 4 (1984) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001082998
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Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond - In: The journal of futures markets 44 (2024) 4, pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
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Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw; Hsieh, Pei-Lin; Huang, Jeffrey; Li, Xiaowei - In: The journal of futures markets 43 (2023) 3, pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
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Hedging short-term interest risk under time-varying distributions
Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
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Hedging mortgage-backed securities with treasury bond futures
Batlin, Carl A. - In: The journal of futures markets 7 (1987) 6, pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
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Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures : a note
Hegde, Shantaram P. - In: The journal of futures markets 5 (1985) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10001128562
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An immunized-hedge procedure for bond futures
Chance, Don M. - In: The journal of futures markets 2 (1982) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10001080718
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Restructuring the maturity of regulated deposits with treasury-bill futures
Jacobs, Rodney L. - In: The journal of futures markets 2 (1982) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001080918
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Hedging money market CDs with Treasury-bill futures
Parker, Jack W. - In: The journal of futures markets 1 (1981) 4, pp. 597-606
Persistent link: https://www.econbiz.de/10001081054