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1
US Treasury bill forward and futures prices
Fried, Joel
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10001162951
Saved in:
2
A one-factor model of interest rates and its application to treasury bond options
Black, Fischer
- In:
Financial analysts' journal : FAJ
46
(
1990
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10001085204
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3
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
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4
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
5
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
6
A semi-strong form test of the efficiency of the Treasury Bond futures market
Chance, Don M.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 385-405
Persistent link: https://www.econbiz.de/10001128548
Saved in:
7
Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
Saved in:
8
A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Kazdal, Abdullah
;
Korkmaz, Halil İbrahim
; …
-
2020
Persistent link: https://www.econbiz.de/10012939794
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9
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
Saved in:
10
Analyse der Preiskomponenten von Anleihe-Futures
Berendes, Michael
-
1994
Persistent link: https://www.econbiz.de/10010223915
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