A cointegration study of the efficiency of the US Treasury STRIPS market
James J. Kung and Andrew P. Carverhill
| Year of publication: |
2005
|
|---|---|
| Authors: | Kung, James J. ; Carverhill, Andrew P. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 37.2005, 6, p. 695-703
|
| Subject: | Derivat | Derivative | Öffentliche Anleihe | Public bond | Kointegration | Cointegration | USA | United States |
| Extent: | graph. Darst |
|---|---|
| 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/10002738583