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Options on federal funds futures and interest rate volatility

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  • Jahangir Sultan

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  • Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
    • Handle: RePEc:wly:jfutmk:v:32:y:2012:i:4:p:330-359
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    Cited by:

    1. Mai, Nhat Chi, 2014. "Monetary transmission mechanism analysis in a small, open economy: the case of Vietnam," OSF Preprints ybc8p, Center for Open Science.

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