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Volatility indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav; Voříšek, Jan - 2020
Persistent link: https://www.econbiz.de/10013384851
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Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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Estimating the term structure of interest rates and pricing of interest rate derivatives
Meier, Iwan - 2000
Persistent link: https://www.econbiz.de/10001547188
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Predicting monetary policy using federal funds futures prices
Söderström, Ulf - 1999
Persistent link: https://www.econbiz.de/10001377184
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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
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Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan; Marfatia, H. A. - In: Applied financial economics 23 (2013) 16/18, pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
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Regime-Switching Behavior of the Term Structure of Forward Markets
Tchernykh, Elena - 2005
costs and contract risk; they occasionally jump outside the band, and then follow an autoregressive path back towards the …
Persistent link: https://www.econbiz.de/10012467162
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Regime-Switching Behavior of the Term Structure of Forward Markets
Branson, Elena Tchernykh - 2006
costs and contract risk; they occasionally jump outside the band, and then follow an autoregressive path back towards the …
Persistent link: https://www.econbiz.de/10012783699