PROFITING FROM MEAN-REVERTING YIELD CURVE TRADING STRATEGIES
| Year of publication: |
2006
|
|---|---|
| Authors: | Chua, Choong Tze ; Koh, Winston T.H. ; Kamaswamy, Krishna |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 15.2006, 4, p. 20-33
|