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person:"Gay, Gerald D."
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Interest rate derivative
8
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Gay, Gerald D.
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Schlögl, Erik
13
Akram, Tanweer
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Bianchetti, Marco
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Joshi, Mark S.
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Mamun, Khawaja Abdullah al
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Rebonato, Riccardo
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Bhar, Ramaprasad
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
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Sandmann, Klaus
11
Fang, Victor
10
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10
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10
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Chen, Ren-Raw
9
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9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
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8
Grbac, Zorana
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8
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The journal of futures markets
5
Review of futures markets
1
The journal of financial research
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ECONIS (ZBW)
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1
Equilibrium treasury bond futures pricing in the presence of implict delivery options
Gay, Gerald D.
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 623-645
Persistent link: https://www.econbiz.de/10001110854
Saved in:
2
Fed-watching, monetary policy regimes, and the response of financial futures to money announcements
Carnes, W. S.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 384-401
Persistent link: https://www.econbiz.de/10001099133
Saved in:
3
A pricing anomaly in Treasury Bill futures
Kolb, Robert W.
- In:
The journal of financial research
8
(
1985
)
2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001019938
Saved in:
4
Removing bias in duration based hedging models : a note
Gay, Gerald D.
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 225-228
Persistent link: https://www.econbiz.de/10001082993
Saved in:
5
Macro versus micro futures hedges at commercial banks
Kolb, Robert W.
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10001083015
Saved in:
6
Interest rate futures : concepts and issues
Gay, Gerald D.
(
contributor
)
-
1982
Persistent link: https://www.econbiz.de/10000687789
Saved in:
7
Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W.
- In:
The journal of futures markets
2
(
1982
)
3
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001080719
Saved in:
8
Managing foreign interest rate risk
Kolb, Robert W.
- In:
The journal of futures markets
2
(
1982
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10001080929
Saved in:
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