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An equilibrium model of the pricing of interest rate futures contracts : theory and empirical tests
Antia, Murad J., (1981)
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G., (2000)
Castelino, Mark G., (1992)
How to use interest rate futures contracts
Schwarz, Edward W., (1979)
Financial futures : fundamentals, strategies, and applications
Schwarz, Edward W., (1986)