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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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US treasury securities
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763526
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The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.; Henry, Ólan Thomas John; Hvozdyk, … - 2012
Persistent link: https://www.econbiz.de/10009671885
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Do tax-exempt yields adjust slowly to substantial changes in taxable yields?
Dudney, Donna; Geppert, John M. - In: The journal of futures markets 28 (2008) 8, pp. 763-789
Persistent link: https://www.econbiz.de/10003746346
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The relationship between futures and cash prices for US Treasury bonds
Resnick, Bruce G. - In: Selected writings on futures markets : explorations in …, (pp. 367-383). 1985
Persistent link: https://www.econbiz.de/10001305659
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On the difference between daily treasury bill futures contract rates and implied forward rates
Hein, Scott E. - In: Review of futures markets 8 (1989) 3, pp. 446-470
Persistent link: https://www.econbiz.de/10001099127
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Fed-watching, monetary policy regimes, and the response of financial futures to money announcements
Carnes, W. S. - In: Review of futures markets 8 (1989) 3, pp. 384-401
Persistent link: https://www.econbiz.de/10001099133
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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