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Managing foreign interest rate risk
Kolb, Robert W. - In: The journal of futures markets 2 (1982) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10001080929
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Removing bias in duration based hedging models : a note
Gay, Gerald D. - In: The journal of futures markets 4 (1984) 2, pp. 225-228
Persistent link: https://www.econbiz.de/10001082993
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Macro versus micro futures hedges at commercial banks
Kolb, Robert W. - In: The journal of futures markets 4 (1984) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10001083015
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The performance of live cattle futures as predictors of subsequent spot prices
Kolb, Robert W. - In: The journal of futures markets 3 (1983) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001085159
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A pricing anomaly in Treasury Bill futures
Kolb, Robert W. - In: The journal of financial research 8 (1985) 2, pp. 157-167
Persistent link: https://www.econbiz.de/10001019938
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Financial institutions and markets : a reader
Kolb, Robert W. (contributor) - 1991
Persistent link: https://www.econbiz.de/10000845208
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The differential effects of sinking funds on bond risk premia
Barrett, W. B. - In: The journal of financial research 9 (1986) 4, pp. 303-312
Persistent link: https://www.econbiz.de/10001042746
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The economics of sovereign debt
Kolb, Robert W. (ed.) - 2016
Persistent link: https://www.econbiz.de/10011584393
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The economics of sovereign debt ; Volume 1
Kolb, Robert W. (ed.) - 2016
Persistent link: https://www.econbiz.de/10011602889
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The economics of sovereign debt ; Volume 2
Kolb, Robert W. (ed.) - 2016
Persistent link: https://www.econbiz.de/10011602890