Performance Persistence. Evidence from the US Treasury Notes Futures Contracts in Relation to the Term Structure of Interest Rates
Year of publication: |
[2023]
|
---|---|
Authors: | Guirguis, Michel |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Zinsstruktur | Yield curve | Staatspapier | Government securities | Derivat | Derivative |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 21, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4395344 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A., (2003)
-
A LIBOR-based approach to modeling the mortgage basis
Goodman, Laurie Sharon, (1998)
-
Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A., (1986)
- More ...
-
A multifactor model of investment trust discounts.
Guirguis, Michel, (2005)
-
The UK insurance industry - structure and performance
Hardwick, Philip, (2007)
-
Examining How Style Affects the Performance of Hedge Funds
Guirguis, Michel, (2020)
- More ...