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Pricing CRB futures contracts
Ehrhardt, Michael C. - In: The journal of financial research 13 (1990) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10001142879
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Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R. - In: The financial review : the official publication of the … 28 (1993) 2, pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
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Equilibrium characterization of initial bond offerings : implications for empirical research
Ehrhardt, Michael C. - In: Journal of business research : JBR 18 (1989) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10001070133
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An application of arbitrage pricing theory to futures markets : tests of normal backwardation
Ehrhardt, Michael C. - In: The journal of futures markets 7 (1987) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001149664
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Tests for tax-clientele and tax-option effects in US treasury bonds
Ehrhardt, Michael C. - In: Journal of banking & finance 19 (1995) 6, pp. 1055-1072
Persistent link: https://www.econbiz.de/10001187930