An ex-post analysis of the CME Group's solution to the 5-year gap issue
Ramzi Ben-Abdallah and Michèle Breton
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Ben-Abdallah, Ramzi ; Breton, Michèle |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 60, p. 5992-6002
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| Subject: | Futures | treasury bonds | interest rates | maturity gap | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | Zins | Interest rate | Zinsstruktur | Yield curve | Fälligkeit | Maturity | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1368997 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011845891