Long memory in interest rate futures markets : a fractional cointegration analysis
G. Geoffrey Booth ; Yiuman Tse
| Year of publication: |
1995
|
|---|---|
| Authors: | Booth, G. Geoffrey |
| Other Persons: | Tse, Yiuman (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 5, p. 573-584
|
| Subject: | Zinsderivat | Interest rate derivative | Arbitrage | Zinsparität | Interest rate parity | USA | United States | 1982-1994 |
| 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/10001186660