Sources of variation in holding returns for fed funds futures contracts
James D. Hamilton; Tatsuyoshi Okimoto
| Year of publication: |
2011
|
|---|---|
| Authors: | Hamilton, James D. ; Okimoto, Tatsuyoshi |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 3, p. 205-229
|
| Subject: | Zentralbank | Central bank | Futures | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Prognose | Forecast | USA | United States | 1990-2006 |
| 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/10008908404