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The relative pricing of US Treasury STRIPS : empirical evidence

Jordan, Bradford D.; Jorgensen, Randy D.; Kuipers, David R. - In: Journal of financial economics 56 (2000) 1, pp. 89-123

Persistent link: https://www.econbiz.de/10001468747

The mispricing of callable US Treasury bonds : a closer look

Jordan, Bradford D. - In: The journal of futures markets 18 (1998) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10001234361

Negative option values are possible : the impact of treasury bond futures on the cash US treasury market

Jordan, Bradford D. - In: Journal of financial economics 46 (1997) 1, pp. 67-102

Persistent link: https://www.econbiz.de/10001228508

The Relative Pricing of U.S. Treasury Strips : Empirical Evidence

Jordan, Bradford D. - 2001

We investigate pricing relations and the potential for arbitrage in the U.S. Treasury STRIPS market, stressing the importance of reconciling quoted Treasury data with actual market pricing conventions. We document that stripping and reconstitution profits in the STRIPS market are fleeting and...

Persistent link: https://www.econbiz.de/10012787923

The relative pricing of U.S. Treasury STRIPS: empirical evidence

Jordan, Bradford D.; Jorgensen, Randy D.; Kuipers, David R. - In: Journal of Financial Economics 56 (2000) 1, pp. 89-123

Persistent link: https://www.econbiz.de/10005376987

Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market

Jordan, Bradford D.; Kuipers, David R. - In: Journal of Financial Economics 46 (1997) 1, pp. 67-102

Persistent link: https://www.econbiz.de/10005210522

The Mispricing of Callable U.S. Treasury Bonds: A Closer Look

Jordan, Bradford D.; Jordan, Susan D.; Kuipers, David R. - In: The journal of futures markets 18 (1998) 1, pp. 35-52

Persistent link: https://www.econbiz.de/10007361602

The mispricing of callable U.S. treasury bonds: A closer look

Jordan, Bradford D.; Jordan, Susan D.; Kuipers, David R. - In: Journal of Futures Markets 18 (1998) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10011198302