๐”– Bobbio Scriptorium
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Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market

โœ Scribed by Massimo Massa; Andrei Simonov

Book ID
117987901
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
302 KB
Volume
6
Category
Article
ISSN
1386-4181

No coin nor oath required. For personal study only.

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ike many other futures contracts, the Treasury Bond (T-Bond) futures contract L allows the holder of a short position to satisfy the contract by delivering one of the variety of T-Bonds on one of a number of delivery dates. Accordingly, the traditional approach to pricing such contracts has concentr