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~isPartOf:"The journal of futures markets"
~subject:"USA"
~subject:"Yield"
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Yield
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63
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
42
NBER working paper series
30
Municipal finance journal : the state and local financing and municipal securities advisor
22
Journal of banking & finance
18
Discussion paper / Centre for Economic Policy Research
16
Journal of international money and finance
15
National tax journal
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Staff reports / Federal Reserve Bank of New York
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The review of financial studies
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
56
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1
The dynamics of long forward rate term structures
Luo, Xingguo
;
Zhang, Jin E.
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 957-982
Persistent link: https://www.econbiz.de/10008900931
Saved in:
2
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:
3
Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 609-629
Persistent link: https://www.econbiz.de/10002108770
Saved in:
4
Time variation in the tail behavior of bund future returns
Werner, Thomas
;
Upper, Christian
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 387-398
Persistent link: https://www.econbiz.de/10002005386
Saved in:
5
Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Park, Tae H.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 331-352
Persistent link: https://www.econbiz.de/10001198871
Saved in:
6
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
Saved in:
7
Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
Saved in:
8
The pricing of minicipal bond index futures
Hamilton, Thomas R.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
Saved in:
9
Memory in interest rate futures
Fung, Hung-gay
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 865-872
Persistent link: https://www.econbiz.de/10001158685
Saved in:
10
An empirical examination of interest-rate futures prices
Chen, Andrew H.
- In:
The journal of futures markets
13
(
1993
)
7
,
pp. 781-797
Persistent link: https://www.econbiz.de/10001152227
Saved in:
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