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~person:"Bhar, Ramaprasad"
~person:"Chen, Ren-Raw"
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Search: subject_exact:"Zinstermingeschäft"
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Bhar, Ramaprasad
Chen, Ren-Raw
Hautsch, Nikolaus
18
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17
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15
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15
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11
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10
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9
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7
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7
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1
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ECONIS (ZBW)
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1
Ultra treasury bond futures
Chen, Ren-Raw
;
Leistikow, Dean
;
Su, You-Tseng
;
Yeh, Shih-kuo
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 117-139
Persistent link: https://www.econbiz.de/10014231386
Saved in:
2
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
3
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
4
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
5
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
6
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
7
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
8
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
9
Cointegration in interest rate futures trading on the Sydney future exchange
Bhar, Ramaprasad
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001202672
Saved in:
10
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
11
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
12
Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
Saved in:
13
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:
14
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:
15
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
-
1993
Persistent link: https://www.econbiz.de/10000874995
Saved in:
16
Pricing interest rate futures options with futures-style margining
Chen, Ren-Raw
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001136844
Saved in:
17
Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Hunt, Benjamin F.
- In:
International review of economics & finance : IREF
2
(
1993
)
4
,
pp. 403-415
Persistent link: https://www.econbiz.de/10001166303
Saved in:
18
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
19
Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
Saved in:
20
A new look at interest rate futures contracts
Chen, Ren-Raw
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 539-548
Persistent link: https://www.econbiz.de/10001129993
Saved in:
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