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Implied volatility asymmetries in treasury bond futures options
Simon, David P. - In: The journal of futures markets 17 (1997) 8, pp. 873-885
Persistent link: https://www.econbiz.de/10001232840
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The soybean crush spread : empirical evidence and trading strategies
Simon, David P. - In: The journal of futures markets 19 (1999) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10001377831
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The treasury's experiment with single-price auctions in the mid-1970s : winner's or taxpayer's curse?
Simon, David P. - In: The review of economics and statistics 76 (1994) 4, pp. 754-760
Persistent link: https://www.econbiz.de/10001332880
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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/10001156039
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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/10001156866
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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/10001107618
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Expectations and risk in the Treasury bill market : an instrumental variables approach
Simon, David P. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 357-365
Persistent link: https://www.econbiz.de/10001074009
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Expectations and the Treasury bill federal funds rate spread over recent monetary policy regimes
Simon, David P. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 567-577
Persistent link: https://www.econbiz.de/10001089794
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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/10001193530
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Implied volatility forecasts in the grains complex
Simon, David P. - In: The journal of futures markets 22 (2002) 10, pp. 959-981
Persistent link: https://www.econbiz.de/10001696759