%0 Journal Article %A Naoki Kishimoto %T Duration and Convexity of Coupon Bonds Futures %D 1998 %R 10.3905/jfi.1998.408230 %J The Journal of Fixed Income %P 79-83 %V 8 %N 1 %U https://jfi.pm-research.com/content/iijfixinc/8/1/79.full.pdf