Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Year of publication: |
1986
|
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Authors: | Akemann, Charles A. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 6.1986, 2, p. 223-230
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Subject: | Terminhandel | Wertpapier festverzinslich | USA | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Prognose | Forecast | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Kapitaleinkommen | Capital income |
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