SOURCES OF VARIATION IN HOLDING RETURNS FOR FED FUNDS FUTURES CONTRACTS
| Year of publication: |
2010
|
|---|---|
| Authors: | Hamilton, James D ; Okimoto, Tatsuyoshi |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2010, 15736
|