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Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins, (2022)
Usefulness of treasury bill futures as hedging instruments
Cicchetti, Paul, (1981)
Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex, (1984)
The relationship of trading volume to the probability distribution of speculative price changes
Pitts, Mark, (1980)
Reducing inter‐temporal risk in financial futures hedging
Pitts, Mark, (1984)
Interest rate futures and options
Pitts, Mark, (1990)