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Pricing of Futures Contracts on Coupon Bonds: Empirical Evidence from Finland

✍ Scribed by Jari Käppi


Book ID
108559549
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
568 KB
Volume
3
Category
Article
ISSN
1354-7798

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


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✍ Edward C. Blomeyer; James C. Boyd 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 725 KB

his study provides an ex ante and expost test of market efficiency for the T options on Treasury bond futures contracts traded on the Chicago Board of Trade. All option and future contract price changes are examined from market inception, in October 1982, through the middle of June 1983 for violatio