EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
Theodore M. Barnhill
, 1990, vol. 25, issue 01, pages 65-86
Journal of Financial and Quantitative Analysis Date: 1990
References: Add references at CitEc Citations View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link) http://journals.cambridge.org/abstract_S0022109000007018 link to article abstract page (text/html)
Related works: This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:cup:jfinqa:v:25:y:1990:i:01:p:65-86_00
Access Statistics for this article
More articles in Journal of Financial and Quantitative Analysis from Cambridge University Press
Address: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK Series data maintained by Keith Waters ().