Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | ME published as “Sources of Variation in Holding Returns for Fed Funds Futur es Con- tracts,” Journal of Futures Markets 31, no. 3 (2011): 205-229 (coauthored with Tatsuyoshi Okimoto). Number 15736 |
Classification: | E40 - Money and Interest Rates. General ; E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
Persistent link: https://www.econbiz.de/10008631706