On the difference between daily treasury bill futures contract rates and implied forward rates
Scott E. Hein ; S. Scott MacDonald
| Year of publication: |
1989
|
|---|---|
| Authors: | Hein, Scott E. |
| Other Persons: | MacDonald, S. Scott (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 8.1989, 3, p. 446-470
|
| Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Ankündigungseffekt | Announcement effect | Geldmengensteuerung | Monetary targeting | USA | United States | 1977-1983 |
| 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/10001099127