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The end-of-month delivery options implicit in the treasury bond futures contract
Hegde, Shantaram P. - In: Advances in futures and options research : a research annual 6 (1993), pp. 157-178
Persistent link: https://www.econbiz.de/10001145846
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An ex post valuation of the quality option implicit in the treasury bond futures contract
Hegde, Shantaram P. - In: Journal of banking & finance 14 (1990) 4, pp. 741-760
Persistent link: https://www.econbiz.de/10001096398
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A simple model for pricing bonds with diverse conditions on embeded options
Mateti, Ravi S.; Hegde, Shantaram P.; Vasudevan, Gopala - In: The international journal of finance 26 (2014) 2, pp. 143-178
Persistent link: https://www.econbiz.de/10011378568
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The impact of futures trading on the spot market for treasury bonds
Hegde, Shantaram P. - In: The financial review : the official publication of the … 29 (1994) 4, pp. 441-471
Persistent link: https://www.econbiz.de/10001175305
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An empirical analysis of arbitrage opportunities in the Treasury bill futures market
Hegde, Shantaram P. - In: The journal of futures markets 5 (1985) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10001128547
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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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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
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A multivariate analysis of the cross-hedging performance of T-bond and GNMA futures markets
Hegde, Shantaram P. - In: The financial review : the official publication of the … 20 (1985) 2, pp. 143-163
Persistent link: https://www.econbiz.de/10001014902