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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 34 (1979)
Issue (Month): 4 (September)
Pages: 895-914
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:bla:jfinan:v:34:y:1979:i:4:p:895-914

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1. Anurag Gupta & Marti G. Subrahmanyam, 1999. "An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-001, New York University, Leonard N. Stern School of Business-. [Downloadable!]
2. Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA, 1997. "Phenomenology of the interest curve," Finance 9712009, EconWPA. [Downloadable!]
3. Robert Geske & Dan Pieptea, 1986. "Controlling Interest Rate Risk and Return with Futures," University of California at Los Angeles, Anderson Graduate School of Management 1204, Anderson Graduate School of Management, UCLA. [Downloadable!]
4. Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997. "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive 500048, Science & Finance, Capital Fund Management. [Downloadable!]
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   • Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui, Marc Potters, 1999. "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor and Francis Journals, vol. 6(3), pages 209-232, September. [Downloadable!] (restricted)
5. Sotiris K. Staikouras, 2004. "The information content of interest rate futures and time-varying risk premia," Applied Financial Economics, Taylor and Francis Journals, vol. 14(11), pages 761-771, July. [Downloadable!] (restricted)
6. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA. [Downloadable!]
7. Brandford Cornell, 1980. "Taxes and the Pricing of Treasury Bill Futures Contracts," University of California at Los Angeles, Anderson Graduate School of Management 1237, Anderson Graduate School of Management, UCLA. [Downloadable!]
8. Joshua V. Rosenberg & Leah G. Traub, 2006. "Price discovery in the foreign currency futures and spot market," Staff Reports 262, Federal Reserve Bank of New York. [Downloadable!]

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