MATURITY AND REFUNDING EFFECTS ON TREASURY‐BOND FUTURES PRICE VARIANCE
- 1 June 1987
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 10 (2) , 121-131
- https://doi.org/10.1111/j.1475-6803.1987.tb00484.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Some determinants of the volatility of futures pricesJournal of Futures Markets, 1985
- The Time Pattern of Hedging and the Volatility of Futures PricesThe Review of Economic Studies, 1983
- A Note on the Variability of Futures PricesThe Review of Economics and Statistics, 1976
- Is Real-World Price a Tale Told by the Idiot of Chance?The Review of Economics and Statistics, 1976
- Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously CorrelatedJournal of the American Statistical Association, 1967