Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 46 (1997)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Flandreau, Marc & Oosterlinck, Kim, 2012. "Was the emergence of the international gold standard expected? Evidence from Indian Government securities," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 649-669.
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