๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Forecast Performance of Treasury Bond Futures Contracts

โœ Scribed by Shantaram P. Hegde

Book ID
111105307
Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
648 KB
Volume
14
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Empirical tests of boundary conditions f
Empirical tests of boundary conditions for options on treasury bond futures contracts
โœ Edward C. Blomeyer; James C. Boyd ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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

The cheapest deliverable bond for the cb
The cheapest deliverable bond for the cbt treasury bond futures contract
โœ Miles Livingston ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 630 KB

ommodity futures contracts have frequently allowed multiple varieties of a C commodity to be delivered . In some cases, there are objective measures of the differences in the varieties deliverable. In other cases, the exchange sets up a formula for value in delivery. These formulas may penalize some

Does the treasury bond futures market de
Does the treasury bond futures market destabilize the treasury bond cash market?
โœ Gary A. Bortz ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 846 KB

## Futures Market Destabilize the Treasury Bond Cash Market? Gary A. Bortz I. INTRODUCTION everal market professionals and economists have suggested that financial fu-S tures markets may be contributing to the volatility of interest rates. The most prevalent argument is that futures markets are i

Treasury bond futures: Valuing the deliv
Treasury bond futures: Valuing the delivery options
โœ Marcelle Arak; Laurie S. Goodman ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 932 KB

wning a security with a guaranteed future sale price and date is (almost) 0 equivalent to a short-term investment extending to the sale date. Yet, in the Treasury bond futures market the prices seem too low to provide a fair rate of return to those who short T-bond futures. That is, the short term i