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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte, (1999)
Money supply announcements and the market efficiency of Treasury bill rates : a time-varying approach
Henzel, John R., (1990)
Advances & [and] innovations in the bond and mortgage markets
Fabozzi, Frank J., (1989)
An analysis of intertemporal pricing for forward foreign exchange contracts
Huang, Roger D., (1989)
Financial asset returns, inflation, and market expectations
Huang, Roger D., (1985)
Expectations of exchange rates and differential inflation rates : further evidence on purchasing power parity in efficient markets
Huang, Roger D., (1987)