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Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory; Pericli, Andreas - In: The journal of futures markets 18 (1998) 8, pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
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Cash-futures arbitrage and forward-futures spreads in the Treasury bill market
Allen, Linda - In: The journal of futures markets 8 (1988) 5, pp. 563-573
Persistent link: https://www.econbiz.de/10001134540
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Daily trading estimates for treasury bond futures contract prices
LaBarge, Karin P. - In: The journal of futures markets 8 (1988) 5, pp. 533-561
Persistent link: https://www.econbiz.de/10001134541
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Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
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The joint effect of housing start and inflation announcements on GNMA futures prices
Bhattacharya, Anand K. - In: The journal of futures markets 6 (1986) 4, pp. 645-657
Persistent link: https://www.econbiz.de/10001135345
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On the informational role of Treasury bill futures
Hegde, Shantaram P. - In: The journal of futures markets 6 (1986) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
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The relative efficiency of the gold and Treasury bill futures markets
Monroe, Margaret A. - In: The journal of futures markets 6 (1986) 3, pp. 477-493
Persistent link: https://www.econbiz.de/10001135408
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The effect of monetary surprises on financial futures prices
Woodward, Richard S. - In: The journal of futures markets 6 (1986) 3, pp. 375-383
Persistent link: https://www.econbiz.de/10001135428
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The quality option in the Treasury bond futures market : an empirical assessment
Kane, Alex - In: The journal of futures markets 6 (1986) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10001135458
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The hedging performance of the CD futures market
Overdahl, James A. - In: The journal of futures markets 6 (1986) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001135564