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The interest rate swap : theory and evidence
Saunders, Kent T., (1999)
Essays on swaps and default risk
Mozumdar, Abon, (1997)
Cross-hedging, hedge effectiveness, and the trade-off between risk and return
Pitts, Mark, (1986)
Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W., (1982)
A pricing anomaly in Treasury Bill futures
Kolb, Robert W., (1985)
A comparative analysis of futures contract margins
Gay, Gerald, (1986)