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LIFFE
Carson-Parker, John - 1986
Persistent link: https://www.econbiz.de/10000697851
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Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
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The effect of coupon level on treasury bond futures delivery
Livingston, Miles - In: The journal of futures markets 7 (1987) 3, pp. 303-309
Persistent link: https://www.econbiz.de/10003618782
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On the possible tax-driven arbitrage opportunities in the new municipal bond futures contract
Heaton, Hal - In: The journal of futures markets 8 (1988) 3, pp. 291-302
Persistent link: https://www.econbiz.de/10003575503
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A primer on the pricing of options on currencies and short-term interest rates
Gemmill, Gordon - 1985
Persistent link: https://www.econbiz.de/10000725841
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Interest rate risk and equity values of hedged and unhedged financial intermediaries
Scott, William L.; Peterson, Richard L. - In: The journal of financial research 9 (1986) 4, pp. 325-329
Persistent link: https://www.econbiz.de/10003650115
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Futures markets and the fluctuations in inflation, monetary growth, and asset returns
Barro, Robert J. - In: The journal of business : B 59 (1986) 2, pp. 21-38
Persistent link: https://www.econbiz.de/10003481786
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Forward rate agreements
Maier, Arnim - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 105 (1988) 10, pp. 475-476
Persistent link: https://www.econbiz.de/10003624141
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Chicago's rival is in Stockholm
Shale, Tony - In: Euromoney (1987), pp. 176-183
Persistent link: https://www.econbiz.de/10003678959
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The dangerous new protection racket
Shirreff, David - In: Euromoney (1986), pp. 26-40
Persistent link: https://www.econbiz.de/10003679834