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Risk management with derivatives by dealers and markt quality in government bond markets

Naik, Narayan Y.; Yadav, Pradeep - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1873-1904

Persistent link: https://www.econbiz.de/10001797759

Do market intermeduaries hedge their risk exposure with derivatives? : From evidence UK govt. bond dealers' spot & derivatives positions

Naik, Narayan Y. (contributor); Yadav, Pradeep (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700329

Risk management with derivatives by dealers and market quality in government bond markets

Naik, Narayan Y. (contributor); Yadav, Pradeep (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700343

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergij; Gibson, Scott; Merrick, John J. - In: Journal of financial economics 101 (2011) 1, pp. 206-226

Persistent link: https://www.econbiz.de/10009242902

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010

We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...

Persistent link: https://www.econbiz.de/10008760338