The mispricing of callable US treasury bonds : a note
Year of publication: |
1998
|
---|---|
Authors: | Carayannopoulos, Peter |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 3, p. 329-342
|
Subject: | Staatspapier | Government securities | Optionsgeschäft | Option trading | Steuerwirkung | Tax effects | Kapitalertragsteuer | Capital income tax | USA | United States | 1990-1994 |
-
The mispricing of callable US Treasury bonds : a closer look
Jordan, Bradford D., (1998)
-
The mispricing of US treasury callable bonds
Carayannopoulos, Peter, (1995)
-
The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R., (1995)
- More ...
-
The mispricing of U.S. treasury callable bonds
Carayannopoulos, Peter, (1995)
-
The mispricing of callable U.S. treasury bonds: A note
Carayannopoulos, Peter, (1998)
-
Debt Issuance Under Rule 144A and Equity Valuation Effects
Carayannopoulos, Peter, (2013)
- More ...