The information in global interest rate futures contracts
Robert Brooks, Brandon N. Cline, Pavel Teterin, Yu You
| Year of publication: |
2022
|
|---|---|
| Authors: | Brooks, Robert ; Cline, Brandon N. ; Teterin, Pavel ; You, Yu |
| Subject: | expectations hypothesis | rate-based futures contracts | term structure | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Derivat | Derivative | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22323 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287935