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Interest rate derivative
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Review of futures markets
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
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Working paper
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SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / B
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Economics letters
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
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Working papers / The Levy Economics Institute
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Applied economics
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
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ECONIS (ZBW)
18
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18
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1
A comparative analysis of the Irish and UK interest rate futures markets
Barnes, Edel
- In:
Review of futures markets
13
(
1994
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10001169318
Saved in:
2
Loss aversion in a futures market : an empirical test
Heisler, Jeffrey
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 793-822
Persistent link: https://www.econbiz.de/10001169328
Saved in:
3
The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
Saved in:
4
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
5
Hedging with financial futures under variance minimization with stochastic interest rates
Chee, Kew-chul
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 187-213
Persistent link: https://www.econbiz.de/10001183973
Saved in:
6
The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Harrison, Mark
- In:
Review of futures markets
11
(
1994
)
3
,
pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
Saved in:
7
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10001186259
Saved in:
8
The price behaviour hedging effectiveness of interest rate futures in Hong Kong
Fang, Zhenmin
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 629-649
Persistent link: https://www.econbiz.de/10001186276
Saved in:
9
Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
Saved in:
10
The duration and volatility of spot and futures prices
Copeland, Laurence S.
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 14-21
Persistent link: https://www.econbiz.de/10001168680
Saved in:
11
Replication of an option on a bond portfolio
Jamshidian, Farshid
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10001102027
Saved in:
12
Contingent claim valuation with a random evolution of interest rates
Heath, David C.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
Saved in:
13
On the difference between daily treasury bill futures contract rates and implied forward rates
Hein, Scott E.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 446-470
Persistent link: https://www.econbiz.de/10001099127
Saved in:
14
Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
Saved in:
15
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:
16
Treasury bill futures as unbiased predictors : new evidence and relation to unexpected inflation
Patel, Jayendu
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 352-368
Persistent link: https://www.econbiz.de/10001099135
Saved in:
17
Basis convergence and rate volatility in sterling LIBOR futures
Patel, Kanaklata
- In:
Review of futures markets
8
(
1989
)
2
,
pp. 262-284
Persistent link: https://www.econbiz.de/10001083700
Saved in:
18
The effect of futures trading on the municipal bond market
Whittaker, Gregg
- In:
Review of futures markets
6
(
1987
)
2
,
pp. 196-204
Persistent link: https://www.econbiz.de/10001166000
Saved in:
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