An empirical examination of the T-bond futures (call) options markets under conditions of constant and changing variance rates
Larry J. Merville and James A. Overdahl
| Year of publication: |
1986
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|---|---|
| Authors: | Merville, Larry J. |
| Other Persons: | Overdahl, James A. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 89-118
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| Subject: | CAPM | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | USA | United States | 1982-1985 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001339370