• Title of article

    Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market

  • Author/Authors

    Bradford D. Jordan، نويسنده , , David R. Kuipers، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    36
  • From page
    67
  • To page
    102
  • Keywords
    Treasury bond , Strips , Bond futures , Callable bond , Bond options
  • Journal title
    Journal of Financial Economics
  • Serial Year
    1997
  • Journal title
    Journal of Financial Economics
  • Record number

    257288