On risk, rationality and the predictive ability of European short-term adjusted yield spreads
Year of publication: |
1997
|
---|---|
Authors: | WAHAB, MAHMOUD |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 16.1997, 5, p. 737-765
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Conditional dynamics and optimal spreading in the precious metals futures markets
Wahab, Mahmoud, (1995)
-
The gold‐silver spread: Integration, cointegration, predictability, and ex‐ante arbitrage
Wahab, Mahmoud, (1994)
-
Wahab, Mahmoud, (1993)
- More ...