The efficiency of the Treasury Bill futures market an analysis of alternative specifications

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Bibliographische Detailangaben
Veröffentlicht in:Selected writings on futures markets
1. Verfasser: Vignola, Anthony J. (VerfasserIn)
Weitere Verfasser: Dale, Charles J. (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 1985
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Titel Jahr Verfasser
Are T-bill futures good forecasters of interest rates? 1985 Howard, Charles T.
Marketmaker behavior in an auction market : an analysis of scalpers in futures markets 1985 Silber, William L.
The efficiency of the Treasury Bill futures market : an analysis of alternative specifications 1985 Vignola, Anthony J.
Market incompleteness and divergences between forward and futures interest rates 1985 Kane, Edward J.
The hedging effectiveness of foreign currency futures 1985 Hill, Joanne M.
Five steps to interest rate futures hedging 1985 DeRonne, William A.
Intra-day tests of the efficiency of the Treasury Bill futures market 1985 Elton, Edwin J.
The relationship between futures and cash prices for US Treasury bonds 1985 Resnick, Bruce G.
The efficiency of the Treasury Bill futures market 1985 Rendleman, Richard J.
Trading strategies 1985 DeRonne, William A.
An analysis of the impact of marking-to-market in hedging with Treasury bond futures 1985 Hill, Joanne M.
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Portfolio management with stock index futures 1985 Figlewski, Stephen
Portfolio strategies using Treasury bond options and futures 1985 Draper, Dennis W.
Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions 1985 Bookstaber, Richard M.
The hedging performance of the new futures markets : comment 1985 Franckle, Charles Travers
The hedging performance of the new futures markets 1985 Ederington, Louis H.
Trading strategies 1985 DeRonne, William A.
A comparison of yields on futures contracts and implied forward rates 1985 Lang, Richard Warren
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