Option expirations and treasury bond futures prices
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference35 articles.
1. The Time Pattern of Hedging and the Volatility of Futures Prices
2. The pricing of commodity contracts
3. Risk and Return in Commodity Futures
4. Does the treasury bond futures market destabilize the treasury bond cash market?
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4. The Impact of Derivatives Hedging on Stock Trading Volume and Return Volatility -Evidence from the ELW Market in Korea-;The Journal of Eurasian Studies;2017-03
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