Price discovery in strategically linked markets : the TED spread and its constituents
Year of publication: |
1999
|
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Authors: | Chatrath, Arjun ; Chaudhry, Mukesh ; Christie-David, Rohan |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1999, 4, p. 77-87
|
Subject: | Euromarkt | Euromarkets | Staatspapier | Government securities | Futures | Volatilität | Volatility | USA | United States | 1994-1995 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | TED = Treasury over Eurodollar In: The journal of derivatives |
Source: | ECONIS - Online Catalogue of the ZBW |
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