Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Year of publication: |
1993
|
---|---|
Authors: | Hunt, Benjamin F. |
Other Persons: | Bhar, Ramaprasad (contributor) |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 2.1993, 4, p. 403-415
|
Subject: | Zinsderivat | Interest rate derivative | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Australien | Australia | 1988-1989 |
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