The effect of futures price volatility on the price volatility of treasury bonds
Anand K. Bhattacharya and Srinivasan Sundaram
| Year of publication: |
1986
|
|---|---|
| Authors: | Bhattacharya, Anand K. |
| Other Persons: | Sundaram, Srinivasan (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 193-213
|
| Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | USA | United States | 1980-1984 |
| 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/10001339377