مرکز منطقه ای اطلاع رساني علوم و فناوري - Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market

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 :

From page :

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

Link To Document :