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2. and (1986, February): “How to Calculate Better Hedge Ratios,” Futures, February 1986.
3. (1984, October): “The Relationship Between Implied Yields in T-Bill Futures and T-Bond Futures Spreads,” Columbia Futures Center, Working Paper No. 94.
4. and (1985, February): “Cash and Carry in Treasury Bond Futures: A Comparison of Two Data Sources,” Columbia Futures Center, Working Paper No. 104.
5. (1987, May): “Valuation of the Quality Option and the Switching Option With an Assessment of Their Impact on Treasury Bond Futures Prices,” Columbia Futures Center, Working Paper No. 152.