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Fed-watching, monetary policy regimes, and the response of financial futures to money announcements
Carnes, W. S., (1989)
Predicting monetary policy using federal funds futures prices
Söderström, Ulf, (1999)
Performance evaluation of algorithms for black-derman-toy lattice
Abaffy, Jozsef, (1999)
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P., (1982)
An empirical analysis of implicit delivery options in the treasury bond futures contract
Hegde, Shantaram P., (1988)
An ex post valuation of the quality option implicit in the treasury bond futures contract
Hegde, Shantaram P., (1990)