Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Tae H. Park ; Lorne N. Switzer
| Year of publication: |
1996
|
|---|---|
| Authors: | Park, Tae H. |
| Other Persons: | Switzer, Lorne N. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 3, p. 331-352
|
| Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Öffentliche Anleihe | Public bond | Arbitrage | USA | United States | 1983-1993 |
| 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/10001198871