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~person:"Hegde, Shantaram P."
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Hegde, Shantaram P.
Afonso, António
77
Akram, Tanweer
50
Dunne, Peter G.
37
Caporale, Guglielmo Maria
33
Trebesch, Christoph
33
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29
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21
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The journal of futures markets
3
The financial review : the official publication of the Eastern Finance Association
2
Advances in futures and options research : a research annual
1
Journal of banking & finance
1
The international journal of finance
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ECONIS (ZBW)
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A simple model for pricing bonds with diverse conditions on embeded options
Mateti, Ravi S.
;
Hegde, Shantaram P.
;
Vasudevan, Gopala
- In:
The international journal of finance
26
(
2014
)
2
,
pp. 143-178
Persistent link: https://www.econbiz.de/10011378568
Saved in:
2
The impact of futures trading on the spot market for treasury bonds
Hegde, Shantaram P.
- In:
The financial review : the official publication of the …
29
(
1994
)
4
,
pp. 441-471
Persistent link: https://www.econbiz.de/10001175305
Saved in:
3
The end-of-month delivery options implicit in the treasury bond futures contract
Hegde, Shantaram P.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 157-178
Persistent link: https://www.econbiz.de/10001145846
Saved in:
4
An ex post valuation of the quality option implicit in the treasury bond futures contract
Hegde, Shantaram P.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 741-760
Persistent link: https://www.econbiz.de/10001096398
Saved in:
5
On the informational role of Treasury bill futures
Hegde, Shantaram P.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
Saved in:
6
An empirical analysis of arbitrage opportunities in the Treasury bill futures market
Hegde, Shantaram P.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10001128547
Saved in:
7
Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures : a note
Hegde, Shantaram P.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001128562
Saved in:
8
A multivariate analysis of the cross-hedging performance of T-bond and GNMA futures markets
Hegde, Shantaram P.
- In:
The financial review : the official publication of the …
20
(
1985
)
2
,
pp. 143-163
Persistent link: https://www.econbiz.de/10001014902
Saved in:
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