Martingale property in bond futures return including volatility spillover effect from bank bill futures
R. Bhar
| Year of publication: |
1995
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Published in: |
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore. - Singapore : Springer, ISSN 0217-4561, ZDB-ID 858501-5. - Vol. 12.1995, 1, p. 37-48
|
| Subject: | Sydney Futures Exchange | Anleihe | Bond | Zinsderivat | Interest rate derivative | Theorie | Theory | Australien | Australia |
| 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/10001179462