Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Charles A. Akemann
| Year of publication: |
1986
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|---|---|
| Authors: | Akemann, Charles A. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 6.1986, 2, p. 223-230
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| Subject: | Terminhandel | Wertpapier festverzinslich | USA | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Prognose | Forecast | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003475237