Affiliation:
1. Ramzi Ben-Abdallah is an Associate Professor at the University of Quebec at Montreal - School of Business and Management; Montréal, Quebec Canada
2. GERAD and HEC Montréal
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference48 articles.
1. An analysis of the True Notional Bond System applied to the CBOT T-bonds Futures;Ben-Abdallah;Journal of Banking & Finance,2009
2. Pricing the CBOT T-bonds futures;Ben-Abdallah;Quantitative Finance,2012
3. Bhaktavatsalam , S. V. 2010 Pimco to pay $ 92 million to settle market manipulation lawsuit Bloomberg.com
4. Interest rate dynamics and consistent forward rate curves;Björk;Mathematical Finance,1999
5. Euro Area government securities markets: Recent developments and implication for market functioning;Blanco;BIS papers,2002
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