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11
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10
White, Alan
10
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9
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9
Herwartz, Helmut
9
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9
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9
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Svenska Handelshögskolan <Helsinki>
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1
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The journal of futures markets
137
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
Review of futures markets
18
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
Europäische Hochschulschriften / 5
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
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
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
9
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9
Discussion paper / B
8
Economics letters
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Quantitative finance
7
SFB 649 discussion paper
7
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ECONIS (ZBW)
1,997
USB Cologne (EcoSocSci)
26
EconStor
12
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1951
The efficiency of the Treasury Bill futures market
Rendleman, Richard J.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 299-317)
.
1985
Persistent link: https://www.econbiz.de/10001305663
Saved in:
1952
Portfolio strategies using Treasury bond options and futures
Draper, Dennis W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 197-212)
.
1985
Persistent link: https://www.econbiz.de/10001305672
Saved in:
1953
Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
1954
An analysis of the impact of marking-to-market in hedging with Treasury bond futures
Hill, Joanne M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 133-156)
.
1985
Persistent link: https://www.econbiz.de/10001305677
Saved in:
1955
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 105-117)
.
1985
Persistent link: https://www.econbiz.de/10001305695
Saved in:
1956
Five steps to interest rate futures hedging
DeRonne, William A.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 47-49)
.
1985
Persistent link: https://www.econbiz.de/10001305700
Saved in:
1957
Interest rate futures
Arak, Marcelle V.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 3-22)
.
1985
Persistent link: https://www.econbiz.de/10001305704
Saved in:
1958
Practical usage of short term interest rate futures by UK banks in London
Larkman, Brian S.
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001009786
Saved in:
1959
The investigation of a systematic prepayment option in GNMA futures
Lacey, Nelson J.
- In:
Review of research in futures markets : publ. three …
4
(
1985
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10001012115
Saved in:
1960
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:
1961
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:
1962
Futures trading and the price volatility of GNMA certificates : further evidence
Moriarty, Eugene J.
- In:
The journal of futures markets
5
(
1985
)
4
,
pp. 633-641
Persistent link: https://www.econbiz.de/10001128528
Saved in:
1963
An efficiency analysis of the T-bond futures market
Klemkosky, Robert C.
- In:
The journal of futures markets
5
(
1985
)
4
,
pp. 607-620
Persistent link: https://www.econbiz.de/10001128530
Saved in:
1964
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:
1965
A semi-strong form test of the efficiency of the Treasury Bond futures market
Chance, Don M.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 385-405
Persistent link: https://www.econbiz.de/10001128548
Saved in:
1966
An empirical analysis of the delivery option, marking to market, and the pricing of Treasury Bond futures
Benninga, Simon
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001128550
Saved in:
1967
Variable-rate loan commitments, deposit withdrawal risk, and anticipatory hedging
Koppenhaver, Gary D.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 317-330
Persistent link: https://www.econbiz.de/10001128553
Saved in:
1968
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:
1969
Effects of the Economic Recovery Tax Act of 1981 on futures market volume
Kahl, Kandice H.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 239-246
Persistent link: https://www.econbiz.de/10001128565
Saved in:
1970
The behavior of treasury securities; monthly, 1942-1984
Cox, W. Michael
- In:
Journal of monetary economics
16
(
1985
)
2
,
pp. 227-250
Persistent link: https://www.econbiz.de/10002035360
Saved in:
1971
Variable rate loan commitments, deposit withdrawal risk, and anticipatory hedging
Koppenhaver, Gary D.
-
1984
-
Rev
Persistent link: https://www.econbiz.de/10000700684
Saved in:
1972
Interest rate futures : a comparison of alternative hedge ratio methodologies
Toevs, Alden L.
;
Jacob, David P.
-
1984
Persistent link: https://www.econbiz.de/10000770597
Saved in:
1973
Trading bond spreads in the delivery month
Feuerstein, Jay R.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 579-583
Persistent link: https://www.econbiz.de/10001082389
Saved in:
1974
Treasury bond futures delivery bias
Meisner, James F.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 569-577
Persistent link: https://www.econbiz.de/10001082390
Saved in:
1975
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:
1976
An immunization strategy for futures contracts on government securities
Chambers, Donald Robert
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001082998
Saved in:
1977
The cheapest deliverable bond for the CBT treasury bond futures contract
Livingston, Miles
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10001083000
Saved in:
1978
Cash-and-carry trading and the pricing of treasury bill futures
Kawaller, Ira G.
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 115-123
Persistent link: https://www.econbiz.de/10001083006
Saved in:
1979
Equivalent delivery procedures for GNMA futures contracts and options
Eckardt, Walter L.
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10001083012
Saved in:
1980
Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
Saved in:
1981
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:
1982
Does the treasury bond futures market destabilize the treasury bond cash market?
Bortz, Gary A.
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001083018
Saved in:
1983
Hedging effectiveness and efficiency of treasury bill and bond futures markets : further evidence
Lasser, Dennis J.
-
1984
Persistent link: https://www.econbiz.de/10002376788
Saved in:
1984
An economic analysis of the market for treasury bond futures
Storey, Stanford Irwin
-
1984
Persistent link: https://www.econbiz.de/10002875767
Saved in:
1985
Hedginggeschäfte in Zinsterminkontraktmärkten als Instrument des Risikomanagements für Universalbanken
Schwarze, Armin
-
1983
Persistent link: https://www.econbiz.de/10000696849
Saved in:
1986
Cross hedging CDs with Treasury bill futures
Senchack, Andrew J.
- In:
The journal of futures markets
3
(
1983
)
4
,
pp. 429-438
Persistent link: https://www.econbiz.de/10001085124
Saved in:
1987
Accounting for interest rate futures in bank asset-liability management
Goodman, Laurie Sharon
- In:
The journal of futures markets
3
(
1983
)
4
,
pp. 415-427
Persistent link: https://www.econbiz.de/10001085127
Saved in:
1988
Hedging performance of GNMA futures under rising and falling interest rates
Hill, Joanne M.
- In:
The journal of futures markets
3
(
1983
)
4
,
pp. 403-413
Persistent link: https://www.econbiz.de/10001085129
Saved in:
1989
Hedging corporate debt with US Treasury bond futures
Kuberek, Robert C.
- In:
The journal of futures markets
3
(
1983
)
4
,
pp. 345-353
Persistent link: https://www.econbiz.de/10001085134
Saved in:
1990
Commercial banks and interest rate futures : a hedging survey
Veit, E. Theodore
- In:
The journal of futures markets
3
(
1983
)
3
,
pp. 283-293
Persistent link: https://www.econbiz.de/10001085140
Saved in:
1991
The phased-in money market certificate hedge
Speakes, Jeffrey K.
- In:
The journal of futures markets
3
(
1983
)
2
,
pp. 185-190
Persistent link: https://www.econbiz.de/10001085149
Saved in:
1992
Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediaries
Batlin, Carl Alan
- In:
The journal of futures markets
3
(
1983
)
2
,
pp. 177-184
Persistent link: https://www.econbiz.de/10001085150
Saved in:
1993
The effect of the tax treatment of Treasury-bill futures on their rates
Arak, Marcelle V.
- In:
The journal of futures markets
3
(
1983
)
1
,
pp. 65-73
Persistent link: https://www.econbiz.de/10001085157
Saved in:
1994
The FOMC directive and the treasury-bill futures market : could inside information produce profits?
Belongia, M. T.
;
Hafer, R. W.
-
1983
Persistent link: https://www.econbiz.de/10001886541
Saved in:
1995
Carrying costs and Treasury bill futures
Gendreau, Brian C.
-
1983
Persistent link: https://www.econbiz.de/10002412058
Saved in:
1996
The hedging effectiveness of the T-bill futures market
Cole, Joseph Bernard
-
1983
Persistent link: https://www.econbiz.de/10002010546
Saved in:
1997
Interest rate futures : an empirical examination of hedging effectiveness for a savings and loan and a survey of savings and loan executivesʹ attitudes towards their use
Boze, Ken Marco
-
1983
Persistent link: https://www.econbiz.de/10002019002
Saved in:
1998
Interest rate futures : concepts and issues
Gay, Gerald D.
(
contributor
)
-
1982
Persistent link: https://www.econbiz.de/10000687789
Saved in:
1999
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 339-352)
.
1982
Persistent link: https://www.econbiz.de/10001258065
Saved in:
2000
The efficiency of the Treasury bill futures market : an analysis of alternative specifications
Vignola, Anthony J.
- In:
Interest rate futures : concepts and issues
,
(pp. 213-235)
.
1982
Persistent link: https://www.econbiz.de/10001258068
Saved in:
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