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source:"econis"
~isPartOf:"The journal of futures markets"
~person:"Bali, Turan G."
~person:"Krehbiel, Timothy L."
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Bali, Turan G.
Krehbiel, Timothy L.
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The journal of futures markets
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1
Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
Saved in:
2
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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3
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
4
Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
Saved in:
5
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
Saved in:
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