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24 research outputs found

Conversion factor risk in treasury bond futures: Comment

Author: Kane
Kilcollin
Publication venue: 'Wiley'
Publication date
Field of study

Bank profitability and interest rate risk

Author: Hanweck Gerald A.
Kilcollin Thomas Eric
Publication venue
Publication date
Field of study

Research Papers in Economics

Equivalent delivery procedures for gnma futures contracts and options

Author: Chicago Board of Trade.
Kilcollin
Ross
Publication venue: 'Wiley'
Publication date
Field of study

The cheapest deliverable bond for the cbt treasury bond futures contract

Author: Capozza
Garbade
Kilcollin
Livingston
Livingston
Livingston
Publication venue: 'Wiley'
Publication date
Field of study

Futures and options markets: Their new role in Eastern Europe

Author: Frankel Michael E. S.
Kilcollin T. Eric
Publication venue
Publication date
Field of study

Research Papers in Economics

The relative efficiency of the gold and treasury bill futures markets

Author: Capozza
Capozza
Chicago Mercantile Exchange
Jones
Kilcollin
Poole
Rendleman
Publication venue: 'Wiley'
Publication date
Field of study

Treasury bond futures: Valuing the delivery options

Author: Arak
Arak
Gay
Gay
Jonas
Kane
Kane
Kilcollin
O'Dea
Publication venue: 'Wiley'
Publication date
Field of study

Conversion factor risk and hedging in the treasury-bond futures market

Author: Chicago Board of Trade
Cox
Kilcollin
Livingston
McCulloch
Yardeni
Publication venue: 'Wiley'
Publication date
Field of study

Treasury bond futures delivery bias

Author: Chicago Board of Trade
Chicago Board of Trade
Hoag
Kilcollin
Publication venue: 'Wiley'
Publication date
Field of study

The quality option in the treasury bond futures market: An empirical assessment

Author: Bodie
Bodie
Constantinides
Garbade
Gay
Jones
Kane
Kane
Kilcollin
McCulloch
McCulloch
Merton
Yardeni
Publication venue: 'Wiley'
Publication date
Field of study

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