Market incompleteness and divergences between forward and futures interest rates

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Bibliographische Detailangaben
Veröffentlicht in:Selected writings on futures markets
1. Verfasser: Kane, Edward J. (VerfasserIn)
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Sprache:eng
Veröffentlicht: 1985
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Titel Jahr Verfasser
A comparison of yields on futures contracts and implied forward rates 1985 Lang, Richard Warren
Foreign exchange futures prices under fixed exchange rates 1985 Lizondo, José Saúl
The effect of futures trading on the price volatility of GNMA securities 1985 Simpson, W. Gary
The pricing of stock index futures 1985 Cornell, Bradford
GNMA futures : stabilizing or destabilizing? 1985 Froewiss, Kenneth C.
An immunized hedge procedure for bond futures 1985 Chance, Don M.
Improving hedging performance using interest rate futures 1985 Kolb, Robert W.
New options markets 1985 Goodman, Laurie Sharon
The relation between forward prices and futures prices 1985 Cox, John Carrington
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.
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.
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