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Usefulness of treasury bill futures as hedging instruments
Cicchetti, Paul - In: The journal of futures markets 1 (1981) 3, pp. 379-387
Persistent link: https://www.econbiz.de/10001081058
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Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex - In: The journal of futures markets 4 (1984) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
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Cross-hedging, hedge effectiveness, and the trade-off between risk and return
Pitts, Mark - In: Advances in futures and options research : a research annual 1 (1986), pp. 29-47
Persistent link: https://www.econbiz.de/10001339385
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Does the wild card option really have value?
LaBarge, Karin P. - 1989
Persistent link: https://www.econbiz.de/10000898160
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Futures-forward price differences and efficiency in the treasury bill futures market
Wong, Alan - 1986
Persistent link: https://www.econbiz.de/10000765085
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Modeling individual US T-bond prices
Tsuda, Hiroshi; Kariya, Takeaki - 1998
Persistent link: https://www.econbiz.de/10000671331
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Treasury bill futures as unbiased predictors : new evidence and relation to unexpected inflation
Patel, Jayendu - In: Review of futures markets 8 (1989) 3, pp. 352-368
Persistent link: https://www.econbiz.de/10001099135
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Predicting monetary policy using federal funds futures prices
Söderström, Ulf - In: Monetary policy under uncertainty, (pp. 49-80). 1999
Persistent link: https://www.econbiz.de/10001440129
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Loss aversion in a futures market : an empirical test
Heisler, Jeffrey - In: Review of futures markets 13 (1994) 3, pp. 793-822
Persistent link: https://www.econbiz.de/10001169328
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Replication of an option on a bond portfolio
Jamshidian, Farshid - In: Review of futures markets 9 (1990) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10001102027