Duration, immunization, and hedging with interest rate futures
|
1986 |
Kolb, Robert W. |
The hedging performance of the new futures market
|
1982 |
Ederington, Louis H. |
The efficiency of the Treasury bill futures market : an analysis of alternative specifications
|
1982 |
Vignola, Anthony J. |
Market index futures contracts
|
1982 |
Niederhoffer, Victor |
Tax induced bias in markets for futures contracts
|
1982 |
Miller, Edward M. |
The US Treasury Bill futures market and hypotheses regarding the term structure of interest rates
|
1982 |
Chow, Brian G. |
The simultaneous determination of spot and futures prices
|
1982 |
Stein, Jerome L. |
The hedging performance of the new futures markets : comment
|
1982 |
Franckle, Charles Travers |
Interest rate futures
|
1982 |
Arak, Marcelle V. |
Futures trading and investor returns : an investigation of commodity market risk premiums
|
1982 |
Dusak, Katherine |
The pricing of commodity contracts
|
1982 |
Black, Fischer |
Bank regulations for futures accounting
|
1982 |
Dew, James Kurt |
The error learning model and the financial futures market
|
1982 |
Morgan, George Emir |
Hedging possibilities in the flotation of debt securities
|
1982 |
MacEnally, Richard W. |
Hedging for better spread management
|
1982 |
MacLeod, Robert W. |
Treasury Bill pricing in the spot and futures markets
|
1982 |
Capozza, Dennis R. |
Market incompleteness and divergences between forward and futures interest rates
|
1982 |
Kane, Edward J. |
The efficiency of the Treasury Bill futures market
|
1982 |
Rendleman, Richard J. |
Is the futures market for Treasury bills efficient?
|
1982 |
Vignola, Anthony J. |
Financial futures markets : is more regulation needed?
|
1982 |
Cagan, Phillip |