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Nominal rates, real rates, and expected inflation: Results from a study of U.S. Treasury Inflation-Protected Securities

Laatsch, Francis E.; Klein, Daniel P. - In: The Quarterly Review of Economics and Finance 43 (2003) 3, pp. 405-417

Persistent link: https://www.econbiz.de/10005374468

The nominal duration of TIPS bonds

Laatsch, Francis E.; Klein, Daniel P. - In: Review of financial economics : RFE 14 (2005) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10006422975

The nominal duration of TIPS bonds

Laatsch, Francis E.; Klein, Daniel P. - In: Review of Financial Economics 14 (2005) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10005299208

Nominal rates, real rates, and expected inflation: Results from a study of U.S. Treasury Inflation-Protected Securities

Laatsch, Francis E.; Klein, Daniel P. - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 405-417

Persistent link: https://www.econbiz.de/10007657541

The nominal duration of TIPS bonds

Laatsch, Francis E.; Klein, Daniel P. - In: Review of financial economics : RFE 14 (2005) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10002524240

Tax clienteles, arbitrage, and the pricing of total return equity swaps

Laatsch, Francis E. - In: The journal of derivatives : the official publication … 8 (2000) 2, pp. 37-46

Persistent link: https://www.econbiz.de/10001545163

Dynamic efficiency and price leadership in stock index cash and futures markets

Schwarz, Thomas V.; Laatsch, Francis E. - In: Journal of Futures Markets 11 (1991) 6, pp. 669-683

Persistent link: https://www.econbiz.de/10011197911

A note on the effects of the initiation of major market index futures on the daily returns of the component stocks

Laatsch, Francis E. - In: Journal of Futures Markets 11 (1991) 3, pp. 313-317

Persistent link: https://www.econbiz.de/10011198282

Tax Clienteles, Arbitrage, and the Pricing of Total Return Equity Swaps

Laatsch, Francis E. - In: The journal of derivatives : the official publication … 8 (2000) 2, pp. 37-46

Persistent link: https://www.econbiz.de/10005953656

An Investigation of the Causal Relationships Between Index and Component Stock Implied Volatility

Laatsch, Francis E.; Johnson, Shane A. - In: Managerial Finance 21 (1995) 10, pp. 26-40

We investigate the causal relationships between volatility implied in Major Market Index (MMI) options and its component stocks' options from January, 1987 to October, 1989. We find that MMI implied volatility Granger causes component stock implied volatility for all twenty component stocks,...

Persistent link: https://www.econbiz.de/10014940928