An empirical examination of interest-rate futures prices
Year of publication: |
1993
|
---|---|
Authors: | Chen, Andrew H. |
Other Persons: | Cornett, Marcia Millon (contributor) ; Nabar, Prafulla G. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 7, p. 781-797
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | CAPM | Arbitrage | USA | United States | 1982-1986 |
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