Maturity and refunding effects on treasury bond futures price variance
Theodore M. Barnhill, James V. Jordan, and William E. Seale
| Year of publication: |
1987
|
|---|---|
| Authors: | Barnhill, Theodore M. |
| Other Persons: | Jordan, James V. (contributor) ; Seale, William E. (contributor) |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 10.1987, 2, p. 121-131
|
| Subject: | Derivat | Derivative | USA | United States | 1977-1984 |
| 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/10001042706