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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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2
From pit to electronic trading : impact on price volatility of U.S. treasury futures
Orłowski, Lucjan T.
- In:
Review of financial economics : RFE
25
(
2015
),
pp. 3-9
Persistent link: https://www.econbiz.de/10011498204
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3
Price discovery function of government bond futures : evidence from chinese 10-year treasury note markets
Zhu, Caibin
;
Wang, Yilin
;
Chen, Kai
- In:
The Chinese economy : translations and studies
58
(
2025
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3
,
pp. 217-230
Persistent link: https://www.econbiz.de/10015374935
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4
A joint affine model of commodity futures and US Treasury yields
Chin, Michael
;
Liu, Zhuoshi
-
2015
Persistent link: https://www.econbiz.de/10010497510
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5
Hedging mortgage-backed securities with treasury bond futures
Batlin, Carl A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
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6
Forward rates and expected rates : the Treasury bill futures market
Planisek, Sandra
-
1980
Persistent link: https://www.econbiz.de/10002646205
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7
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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8
Bond portfolio hedging with u.s. treasury futures
Kobor, Adam
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 241-249)
.
2025
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9
The usefulless of Treasury bill futures for forecasting and hedging
Parkinson, Patrick Michael
-
1981
Persistent link: https://www.econbiz.de/10002612106
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10
Predicting commodity-futures basis factor return by basis spread
Daehwan, Kim
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10011470985
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