Do interest rate options contain information about excess returns?
Almeida, Caio, Graveline, Jeremy J., Joslin, Scott
Published in Journal of econometrics (01.09.2011)
Published in Journal of econometrics (01.09.2011)
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Journal Article
Conference Proceeding
Who makes on-the-run Treasuries special?
Graveline, Jeremy J., McBrady, Matthew R.
Published in Journal of financial intermediation (01.10.2011)
Published in Journal of financial intermediation (01.10.2011)
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Journal Article
Do Options Contain Information About Excess Bond Returns?
Almeida, Caio, Graveline, Jeremy J, Joslin, Scott
Published in IDEAS Working Paper Series from RePEc (01.01.2005)
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Published in IDEAS Working Paper Series from RePEc (01.01.2005)
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