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Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P. - In: The journal of futures markets 37 (2017) 2, pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
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Markups, quantity risk, and bidding strategies at treasury coupon auctions
Simon, David P. - In: Journal of Financial Economics 35 (1994) 1, pp. 43-62
Persistent link: https://www.econbiz.de/10005478164
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EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH
Brunner, Allan D.; Simon, David P. - In: Journal of Financial Research 19 (1996) 3, pp. 443-457
Persistent link: https://www.econbiz.de/10010889246
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Secrecy, signalling and the accuracy of expectations during the borrowed reserves operating regime
Simon, David P. - In: Journal of Banking & Finance 15 (1991) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10005194610
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Further evidence on segmentation in the treasury bill market
Simon, David P. - In: Journal of Banking & Finance 18 (1994) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10005194845
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An empirical reconciliation of the Miller model and the generalized capital structure models
Simon, David P. - In: Journal of Banking & Finance 20 (1996) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10005194886
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Are TIPS the "real" deal?: A conditional assessment of their role in a nominal portfolio
Hunter, Delroy M.; Simon, David P. - In: Journal of Banking & Finance 29 (2005) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10005201303