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Results: 1-7 |
Results: 7
FORECASTING INTEREST-RATES AND YIELD SPREADS - THE INFORMATIONAL CONTENT OF IMPLIED FUTURES YIELDS AND BEST-FITTING FORWARD RATE MODELS
Authors: PARK TH SWITZER LN
Citation: Th. Park et Ln. Switzer, FORECASTING INTEREST-RATES AND YIELD SPREADS - THE INFORMATIONAL CONTENT OF IMPLIED FUTURES YIELDS AND BEST-FITTING FORWARD RATE MODELS, Journal of forecasting, 16(4), 1997, pp. 209-224
MEAN REVERSION OF INTEREST-RATE TERM PREMIUMS AND PROFITS FROM TRADING STRATEGIES WITH TREASURY FUTURES SPREADS
Authors: PARK TH SWITZER LN
Citation: Th. Park et Ln. Switzer, MEAN REVERSION OF INTEREST-RATE TERM PREMIUMS AND PROFITS FROM TRADING STRATEGIES WITH TREASURY FUTURES SPREADS, The journal of futures markets, 16(3), 1996, pp. 331-352
AN ECONOMIC-ANALYSIS OF REAL-ESTATE SWAPS
Authors: PARK TH SWITZER LN
Citation: Th. Park et Ln. Switzer, AN ECONOMIC-ANALYSIS OF REAL-ESTATE SWAPS, Canadian journal of economics, 29, 1996, pp. 527-533
RISK MANAGEMENT OF REAL-ESTATE - THE CASE OF REAL-ESTATE SWAPS
Authors: PARK TH SWITZER LN
Citation: Th. Park et Ln. Switzer, RISK MANAGEMENT OF REAL-ESTATE - THE CASE OF REAL-ESTATE SWAPS, Journal of real estate finance and economics, 11(3), 1995, pp. 219-233
INDEX PARTICIPATION UNITS AND THE PERFORMANCE OF INDEX FUTURES MARKETS - EVIDENCE FROM THE TORONTO 35 INDEX PARTICIPATION UNITS MARKET
Authors: PARK TH SWITZER LN
Citation: Th. Park et Ln. Switzer, INDEX PARTICIPATION UNITS AND THE PERFORMANCE OF INDEX FUTURES MARKETS - EVIDENCE FROM THE TORONTO 35 INDEX PARTICIPATION UNITS MARKET, The journal of futures markets, 15(2), 1995, pp. 187-200
BIVARIATE GARCH ESTIMATION OF THE OPTIMAL HEDGE RATIOS FOR STOCK INDEX FUTURES - A NOTE
Authors: PARK TH SWITZER LN
Citation: Th. Park et Ln. Switzer, BIVARIATE GARCH ESTIMATION OF THE OPTIMAL HEDGE RATIOS FOR STOCK INDEX FUTURES - A NOTE, The journal of futures markets, 15(1), 1995, pp. 61-67
CURRENCY-FREE EVALUATION OF INVESTMENT RESULTS AND THE R-INDEX - AN ADDENDUM (VOL 16, PG 319, 1988)
Authors: SWITZER LN LADANY SP
Citation: Ln. Switzer et Sp. Ladany, CURRENCY-FREE EVALUATION OF INVESTMENT RESULTS AND THE R-INDEX - AN ADDENDUM (VOL 16, PG 319, 1988), Omega, 22(5), 1994, pp. 535-536
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