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Treasury auction results as interest rate predictors
Larson, James Alan - 1994
Persistent link: https://www.econbiz.de/10000891940
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The pricing of permanent and transitory volatility : latent variable models and composite garch
Hertog, René G. J. den - 1993
Persistent link: https://www.econbiz.de/10000893745
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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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Are US Treasury note or bond auction results predictors of future near-term interest rate movements?
Larson, James Alan - 1992
Persistent link: https://www.econbiz.de/10000869059
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Money supply announcements and the market efficiency of Treasury bill rates : a time-varying approach
Henzel, John R. - 1990
Persistent link: https://www.econbiz.de/10000840375
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Empirical essays on municipal debt
Capeci, John David - 1990
Persistent link: https://www.econbiz.de/10000840725
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An theoretical and empirical study of options on default free coupon bonds
Finucane, Thomas J. - 1986
Persistent link: https://www.econbiz.de/10000751524
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Term structure movements and the pricing of corporate bond provisions
Yi, Sang-bin - 1985
Persistent link: https://www.econbiz.de/10000751932
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Survey of the federal reserve system's superversion of the treasury : a discussion paper
1985
Persistent link: https://www.econbiz.de/10000725661