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The Mispricing of Callable U.S. Treasury Bonds: A Closer Look
Jordan, Bradford D.; Jordan, Susan D.; Kuipers, David R. - In: The journal of futures markets 18 (1998) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10007361602
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The mispricing of callable U.S. treasury bonds: A closer look
Jordan, Bradford D.; Jordan, Susan D.; Kuipers, David R. - In: Journal of Futures Markets 18 (1998) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10011198302
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The relative pricing of US Treasury STRIPS : empirical evidence
Jordan, Bradford D.; Jorgensen, Randy D.; Kuipers, David R. - In: Journal of financial economics 56 (2000) 1, pp. 89-123
Persistent link: https://www.econbiz.de/10001468747
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Negative option values are possible : the impact of treasury bond futures on the cash US treasury market
Jordan, Bradford D. - In: Journal of financial economics 46 (1997) 1, pp. 67-102
Persistent link: https://www.econbiz.de/10001228508
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A reexamination of option values implicit in callable Treasury bonds
Jordan, Bradford D. - In: Journal of financial economics 38 (1995) 2, pp. 141-162
Persistent link: https://www.econbiz.de/10001178358
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Seasonality in daily bond returns
Jordan, Susan D. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10001106730
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Tax options and the pricing of Treasury bond triplets : theory and evidence
Jordan, Bradford D. - In: Journal of financial economics 30 (1991) 1, pp. 135-164
Persistent link: https://www.econbiz.de/10001121693
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Special repo rates : an empirical analysis
Jordan, Bradford D. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2051-2072
Persistent link: https://www.econbiz.de/10001232331
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End-of-Day Pricing in the U.S. Treasury Market : A Comparison of Govpx and the Frbny
Jordan, Susan D. - 2004
We compare end-of-day indicative U.S. Treasury prices from GovPX and the Federal Reserve Bank of New York (FRBNY). We find that the two sources rarely quote identical prices, and differences are not simply due to noise or rounding. The average bid price differential is 2 cents for notes and...
Persistent link: https://www.econbiz.de/10012785755
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END-OF-DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK
Jordan, Susan D.; Kuipers, David R. - In: The journal of financial research : a publ. of the … 28 (2005) 1, pp. 97-114
Persistent link: https://www.econbiz.de/10006809761