✦ LIBER ✦

The pricing of municipal bond index futures

✍ Scribed by Thomas R. Hamilton; Scott E. Hein; Timothy W. Koch

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 956 KB
Volume: 14
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990140506

No coin nor oath required. For personal study only.

✦ Synopsis

Smith, Hol Toles, and anonymous referees are gratefully acknowledged. We also acknowledge the valuable research assistance of Terrance Jalbert. Finally, we wish to thank Bill McLaughlin and

The Bond Buyer for supplying us with the underlying municipal security prices used in this study.

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