Interest rate futures and forwards : evidence from the sterling futures and FRA markets
Year of publication: |
2008
|
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Authors: | Poskitt, Russell |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 5, p. 399-412
|
Subject: | Zinsderivat | Interest rate derivative | Effizienzmarkthypothese | Efficient market hypothesis |
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