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dc.contributor.authorMorse, Joel N.
dc.date.accessioned2017-06-22T13:59:14Z
dc.date.available2017-06-22T13:59:14Z
dc.date.issued1990
dc.description.abstractThis paper initiates the study of intraweek seasonalities in the implied volatilities of options on futures contracts on U.S. Treasury bonds and notes.en_US
dc.format.extent10 pagesen_US
dc.genrejournal articlesen_US
dc.identifierdoi:10.13016/M23G59
dc.identifier.citationMorse, J. N. (September 01, 1990). An intraweek seasonality in the implied volatilities of T-bond and T-note options. Global Finance Journal, 1, 4, 303-312.en_US
dc.identifier.issn1044-0283
dc.identifier.uri10.1016/1044-0283(90)90004-7
dc.identifier.urihttp://hdl.handle.net/11603/4156
dc.language.isoen_USen_US
dc.publisherElsevieren_US
dc.relation.isAvailableAtUniversity of Baltimore
dc.titleAn intraweek seasonality in the implied volatilities of T-bond and T-note optionsen_US
dc.typeTexten_US


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