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A censored - GARCH model of asset returns with price limits
Wei, Steven X. - In: Journal of empirical finance 9 (2002) 2, pp. 197-223
Persistent link: https://www.econbiz.de/10001655809
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Do daily price limits act as magnets? : The case of treasury bond futures
Arak, Marcelle V. - In: Journal of financial services research : JFSR 12 (1997) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10001227785
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Extreme-value and margin setting with and without price limits
Broussard, John Paul - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 365-385
Persistent link: https://www.econbiz.de/10001602994
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Futures and options markets : an introduction
Carter, Colin Andre - 2015
Persistent link: https://www.econbiz.de/10011285470
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The economics of financial markets
Houthakker, Hendrik S. - 1996
Persistent link: https://www.econbiz.de/10013477930
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Conditional time-varying interest rate risk premium : evidence from the Trasury bill futures market
Kamara, Avraham; Hess, Alan C. - 2004
Persistent link: https://www.econbiz.de/10002073540
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Conditional time-varying interest rate risk premium : evidence from the treasury bill futures market
Hess, Alan C.; Kamara, Avraham - In: Journal of money, credit and banking : JMCB 37 (2005) 4, pp. 679-698
Persistent link: https://www.econbiz.de/10003053654
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A generalized model of regime changes applied to the US treasury bill rate
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142691
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Existence of equilibria in treasury bill auctions
Menezes, Flávio Marques; Monteiro, Paulo Klinger - 1994
Persistent link: https://www.econbiz.de/10000895689
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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R. - In: The journal of business : B 71 (1998) 2, pp. 211-252
Persistent link: https://www.econbiz.de/10001239857