A classroom demonstration of convergence trades unsing on-the-run vs. off-the-run 30 year treasury bonds
by William C. Hudson; C. Steven Cole; Preston Rouhoff
| Year of publication: |
2010
|
|---|---|
| Authors: | Hudson, William C. ; Cole, C. Steven ; Rouhoff, Preston |
| Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 36.2010, 2, p. 43-49
|
| Subject: | LTCM = Long-Term Capital Management | Finanzmarkt | Financial market | Hedgefonds | Hedge fund | Arbitrage | Staatspapier | Government securities |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009162272