Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

Published:2003-09-11 Issue:5 Volume:58 Page:1873-1904
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Naik Narayan Y.,Yadav Pradeep K.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference43 articles.

1. Dealership market: Market making with inventory;Amihud;Journal of Financial Economics,1980

2. Cross hedging;Anderson;Journal of Political Economy,1981

3. Stealth trading and volatility: Which trades move prices?;Barclay;Journal of Financial Economics,1993

4. Quality option profits, switching option profits and variation in margin costs;Barnhill;Journal of Financial and Quantitative Analysis,1990

Cited by 40 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. How do Treasury dealers manage their positions?;Journal of Financial Economics;2024-08

2. Debt-Maturity Management with Liquidity Costs;Journal of Political Economy Macroeconomics;2023-03-22

3. Collateral Choice;SSRN Electronic Journal;2022

4. Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?;Global Finance Journal;2021-05

5. The effect of treasury auctions on 10‐year Treasury note futures;Accounting & Finance;2020-03-24

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP