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~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper series"
~subject:"Staatspapier"
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Staatspapier
Interest rate derivative
139
Zinsderivat
139
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103
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96
Zins
61
Public bond
59
Öffentliche Anleihe
59
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54
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36
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22
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Akemann, Charles A.
1
Bali, Turan G.
1
Batlin, Carl A.
1
Cifarelli, Giulio
1
Dudney, Donna
1
Gay, Gerald D.
1
Geppert, John M.
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Hegde, Shantaram P.
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1
Mönch, Emanuel
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The journal of futures markets
Working paper series
Finance and economics discussion series
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of money, credit and banking : JMCB
5
Working paper / National Bureau of Economic Research, Inc.
5
Advances in Pacific Basin financial markets
4
Applied economics
4
Applied financial economics
4
FEDS Working Paper
4
NBER working paper series
4
Review of quantitative finance and accounting
4
The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
4
Working papers / The Levy Economics Institute
4
Discussion papers / CEPR
3
Journal of international financial markets, institutions & money
3
NBER Working Paper
3
Review of financial economics : RFE
3
Selected writings on futures markets : explorations in financial futures markets
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working paper series / Federal Reserve Bank of Atlanta
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics letters
2
Atlantic economic journal : AEJ
2
Current issues in economics and finance
2
Department of Economics working paper series / McMaster University, Department of Economics
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Economic policy review
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FRB Richmond Working Paper
2
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Journal of economics and finance
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Journal of financial economics
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Journal of international money and finance
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Journal of political economy
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ECONIS (ZBW)
15
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1
What moves treasury yields?
Mönch, Emanuel
;
Soofi-Siavash, Soroosh
-
2021
Persistent link: https://www.econbiz.de/10012494436
Saved in:
2
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
3
Do tax-exempt yields adjust slowly to substantial changes in taxable yields?
Dudney, Donna
;
Geppert, John M.
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 763-789
Persistent link: https://www.econbiz.de/10003746346
Saved in:
4
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
5
Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Saved in:
6
The exchange rate crisis of September 1992 and the pricing of Italian financial futures
Cifarelli, Giulio
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 827-849
Persistent link: https://www.econbiz.de/10001249186
Saved in:
7
Implied volatility asymmetries in treasury bond futures options
Simon, David P.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 873-885
Persistent link: https://www.econbiz.de/10001232840
Saved in:
8
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
9
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 305-315
Persistent link: https://www.econbiz.de/10001080712
Saved in:
10
Hedging mortgage-backed securities with treasury bond futures
Batlin, Carl A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
Saved in:
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