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There are 6903 results for: content related to: A Comparison of Forward and Futures Prices of an Interest Rate-Sensitive Financial Asset

  1. Futures Contracts on Debt Securities: Fundamentals

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 515–547, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch16

  2. Managing Fixed-Income Positions with Interest Rate Derivatives

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 583–605, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch18

  3. An Empirical Examination of the Ex Ante International Interest Rate Transmission

    Financial Review

    Volume 30, Issue 1, February 1995, Pages: 175–192, Hung-Gay Fung and Wai-Chung Lo

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1995.tb00829.x

  4. Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle

    Financial Review

    Volume 26, Issue 2, May 1991, Pages: 179–210, Mark G. Castelino, Jack C. Francis and Avner Wolf

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1991.tb00376.x

  5. A hedging deficiency in eurodollar futures

    Journal of Futures Markets

    Volume 26, Issue 2, February 2006, Pages: 189–207, Don M. Chance

    Article first published online : 14 DEC 2005, DOI: 10.1002/fut.20194

  6. Do systematic risk premiums persist in eurodollar futures prices?

    Journal of Futures Markets

    Volume 16, Issue 4, June 1996, Pages: 389–403, Tim Krehbiel and Lee C. Adkins

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199606)16:4<389::AID-FUT2>3.0.CO;2-E

  7. LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES

    Journal of Financial Research

    Volume 22, Issue 1, Spring 1999, Pages: 47–67, Rohan Christie-David and Mukesh Chaudhry

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00714.x

  8. Relative Pricing of Eurodollar Futures and Forward Contracts

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1499–1522, MARK GRINBLATT and NARASIMHAN JEGADEESH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04077.x

  9. Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model

    Journal of Futures Markets

    Volume 21, Issue 7, July 2001, Pages: 655–680, Nusret Cakici and Jintao Zhu

    Article first published online : 17 MAY 2001, DOI: 10.1002/fut.1703

  10. A FINANCIAL SECTOR ANALYSIS OF THE EURODOLLAR MARKET

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 103–117, Jay H. Levin

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00027.x

  11. Interest Rate Options Contracts: Fundamentals

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 549–581, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch17

  12. Futures Markets

    Financial Engineering and Arbitrage in the Financial Markets

    Robert Dubil, Pages: 57–93, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467343.ch3

  13. Normal backwardation in short-term interest rate futures markets

    Journal of Futures Markets

    Volume 16, Issue 8, December 1996, Pages: 899–913, Tim Krehbiel and Roger Collier

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199612)16:8<899::AID-FUT4>3.0.CO;2-H

  14. Forecasting interest rates with eurodollar futures rates

    Journal of Futures Markets

    Volume 14, Issue 1, February 1994, Pages: 37–50, C. Steven Cole and William Reichenstein

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990140105

  15. Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis

    Journal of Futures Markets

    Volume 14, Issue 5, August 1994, Pages: 531–543, Tim Krehbiel and Lee C. Adkins

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990140504

  16. THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE

    The Journal of Finance

    Volume 22, Issue 3, September 1967, Pages: 455–465, Patric H. Hendershott

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1967.tb02980.x

  17. The pricing relationship of eurodollar futures and eurodollar deposit rates

    Journal of Futures Markets

    Volume 13, Issue 2, April 1993, Pages: 115–126, Hung-Gay Fung and Wai K. Leung

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130202

  18. Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models: An empirical comparison

    Journal of Futures Markets

    Volume 19, Issue 3, May 1999, Pages: 291–306, Roswell E. Mathis III and Gerald O. Bierwag

    Article first published online : 27 APR 1999, DOI: 10.1002/(SICI)1096-9934(199905)19:3<291::AID-FUT3>3.0.CO;2-K

  19. The Sarbanes-Oxley Act and the Choice of Bond Market by Foreign Firms

    Journal of Accounting Research

    Volume 49, Issue 4, September 2011, Pages: 933–968, Yu Gao

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1475-679X.2011.00416.x

  20. Intraday volatility in interest rate and foreign exchange spot and futures markets

    Journal of Futures Markets

    Volume 15, Issue 4, June 1995, Pages: 395–421, Susan J. Craln and Jae Ha Lee

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990150403