๐”– Bobbio Scriptorium
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Cojumping: Evidence from the US Treasury bond and futures markets

โœ Scribed by Mardi Dungey; Lyudmyla Hvozdyk

Book ID
116616024
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
337 KB
Volume
36
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

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Risk premiums in financial futures markets: The case of treasury bond futures
โœ Mark S. Rzepczynski ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 634 KB

More specifically, futures prices may influence storage and inventory decisions and may exact an important influence on production decisions. This is their price discovery function. Futures markets are seen as an efficient collector, processor, and disseminator of information. 'The large number of

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โœ Alex Kane; Alan J. Marcus ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 623 KB

he underlying asset on a Treasury-bond futures contract in the Chicago T Board of Trade (CBT) is not a real asset, but is rather a hypothetical 15-yearmaturity government bond bearing an 8% coupon. Because the contract is settled using actual government bonds, the CBT is required to establish conver