Work

An empirical analysis of implicit delivery options in the treasury bond futures contract

Year: 1988

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(88)90010-6

Author: Shantaram P. Hegde

Institution: University of Notre Dame

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011595773

FWCI: 3

Cites: 16

Cited by: 32

Related to: 10