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Understanding and managing interest rate risk at banks
Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
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Hedging money market CDs with Treasury-bill futures
Parker, Jack W. - In: The journal of futures markets 1 (1981) 4, pp. 597-606
Persistent link: https://www.econbiz.de/10001081054
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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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Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw; Ju, Hann-shing; Yeh, Shih-kuo - In: The journal of fixed income 19 (2009/10) 1, pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
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Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw; Yeh, Shih-kuo - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
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Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni; Elliott, Robert J. - In: Review of futures markets 8 (1989) 3, pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
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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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Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.; Speight, Alan E. H. - In: The European journal of finance 8 (2002) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10001636185