Narrow search
Showing 1 - 6 of 6
Cover Image
The impact of off-balance sheet derivatives and interest rate swaps on bank risk
Chaudhry, Mukesh; Reichert, Alan K. - In: Research in finance 17 (1999), pp. 275-300
Persistent link: https://www.econbiz.de/10001485126
Cover Image
The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
Cover Image
Determinants of treasury-LIBOR swap spreads
Malhotra, Davinder Kumar; Bhargava, Vivek; Chaudhry, Mukesh - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 687-705
Persistent link: https://www.econbiz.de/10003280297
Cover Image
The pricing of minicipal bond index futures
Hamilton, Thomas R. - In: The journal of futures markets 14 (1994) 5, pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
Cover Image
Cash-and-carry trading and the pricing of treasury bill futures
Kawaller, Ira G. - In: The journal of futures markets 4 (1984) 2, pp. 115-123
Persistent link: https://www.econbiz.de/10001083006
Cover Image
Using futures to improve Treasury bill portfolio performance
MacDonald, S. Scott - In: The journal of futures markets 8 (1988) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10001048665