Download or read book Marking to Market and Treasury Bill Futures Prices written by Suengmook Choi and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial economists have not found empirical evidence of a quot;marking-to-marketquot; effect in Treasury-bill futures contracts, despite a firm theoretical basis for its existence. Therefore, we speculate that confounding effects, possibly due to liquidity preferences, influence futures-forward price spreads. By using an empirical specification that allows for both effects, we present empirical evidence that Treasury-bill futures-forward price spreads are sensitive to the volatility of the underlying commodity in ways predicted by the theory of the marking-to-market effect.
Download or read book The Information Content of the Treasury Bill Futures Market written by Avraham Kamara and published by . This book was released on 1985 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Inside the Financial Futures Markets written by Mark J. Powers and published by John Wiley & Sons. This book was released on 1991-10-09 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Co-authored by Mark Powers who has been called one of the ``founding fathers of financial futures,'' this revised text contains more material than the previous edition. Along with expanded coverage of fixed income securities and foreign currency markets, it includes new chapters on portfolio insurance; interest rate and foreign currency swaps; options on fixed income securities and other topics of current interest.
Download or read book Intra day Tests of the Efficiency of the Treasury Bill Futures Market written by Edwin J. Elton and published by . This book was released on 1982 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Analysis of the Treasury Bond Futures Market written by Karin Peterson LaBarge and published by . This book was released on 1986 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Futures Trading in Financial Instruments written by Ronald B. Hobson and published by . This book was released on 1978 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Futures Markets Selected writings on futures markets exploration in financial futures written by and published by . This book was released on 1977 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Futures Markets written by B. Brown and published by Springer. This book was released on 1983-10-27 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Writings on Futures Markets written by Anne E. Peck and published by . This book was released on 1985 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Futures forward Price Differences and Efficiency in the Treasury Bill Futures Market written by Alan Wong and published by . This book was released on 1986 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Futures Markets Selected writings on futures markets explorations in financial futures markets written by and published by . This book was released on 1985 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Handbook of Fixed Income Securities Chapter 51 Introduction to Interest Rate Futures and Options Contracts written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Download or read book Financial Futures written by M. Desmond Fitzgerald and published by . This book was released on 1983 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficiency and Equivalence of the Treasury Bill Futures Market written by Brian Gee-Yin Chow and published by . This book was released on 1980 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: maintained.
Download or read book Interest Rate and Stock Index Futures and Options written by Robert W. Kolb and published by . This book was released on 1985 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Options Futures written by Don M. Chance and published by Chicago : Dryden Press. This book was released on 1992 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Futures Markets written by Darrell Duffie and published by . This book was released on 1989 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Duffie surveys the structure, uses, and strategies of the modern futures markets. He explores financial decision-making procedures--pointing out techniques for hedging with futures--and gives readers a wealth of proven, up-to-date methods for calculating risk-minimizing hedging positions.
