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The cheapest deliverable bond for the cbt treasury bond futures contract
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The cheapest deliverable bond for the cbt treasury bond futures contract (1984)The cheapest deliverable bond for the cbt…Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts (1983)Futures Contracts on Commodit…Flattening of Bond Yield Curves for Long Maturities (1982)Flattening of Bond Yield Curv…Difference Systems in Financial Futures Markets (1982)Difference Systems in Financi…Treasury Bill Pricing in the Spot and Futures Markets (1979)Treasury Bill Pricing in the …The Pricing of Options and Corporate Liabilities (1973)A New Approach to Consumer Theory (1976)An empirical analysis of the delivery option, marking to market, and the pricing of treasury bond futures (1985)Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices (1990)A survey on physical delivery versus cash settlement in futures contracts (2004)Theory of rational option pricing (2005)The pricing of commodity contracts (1976)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Market Incompleteness and Divergences Between Forward and Futures Interest Rates (1980)The relation between forward prices and futures prices (1981)Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets (1988)Short- Term Interest Rates as Predictors of Inflation (2021)Marginal Stockholder Tax Rates and the Clientele Effect (1970)The Taxation of Income from Capital. (1970)The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect (1982)Interest‐Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages (1987)The impact of delivery options on futures prices: A survey (1993)The Structure of Interest Rates (1940)Measuring the Term Structure of Interest Rates (1971)Decomposing Euro Area Sovereign Spreads: Credit, Liquidity and Convenience (2015)INNOVATIONS IN INTEREST RATE POLICY (2016)
this work references cited by second hop

References

  • 1983Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts71 cited
  • 1979Treasury Bill Pricing in the Spot and Futures Markets70 cited
  • 1982Difference Systems in Financial Futures Markets45 cited
  • 1982Flattening of Bond Yield Curves for Long Maturities17 cited

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