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Treasury yield implied volatility and real activity
Cremers, Martijn; Fleckenstein, Matthias; Gandhi, Priyank - In: Journal of financial economics 140 (2021) 2, pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.; Crosby, John; Gao, Xiaohui; Hansen, … - In: Journal of financial economics 150 (2023) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008668687
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008698082
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Essays of monetary policy, growth, and twin crises
Gürkaynak, Refet S. - 2004
Persistent link: https://www.econbiz.de/10003551063
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The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market
Kishor, N. Kundan; Marfatia, Hardik A. - In: Journal of international financial markets, … 24 (2013), pp. 1-24
Persistent link: https://www.econbiz.de/10009726483
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - In: Journal of banking & finance 36 (2012) 5, pp. 1563-1575
Persistent link: https://www.econbiz.de/10009615791
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2011
Persistent link: https://www.econbiz.de/10009384423
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Using federal funds futures contracts for monetary policy analysis
Gürkaynak, Refet S. - 2005
Persistent link: https://www.econbiz.de/10003012508
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An overlooked coupon effect in treasury futures contracts
Grieves, Robin; Mann, Steven V. - In: The journal of derivatives : the official publication … 12 (2004) 2, pp. 56-61
Persistent link: https://www.econbiz.de/10002536242