The expected spot rate and risk premium components of treasury bill futures rates
Year of publication: |
1994
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Authors: | Pilotte, Eugene A. |
Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 12.1994, 1, p. 65-90
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Subject: | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | Staatspapier | Government securities | USA | United States | Börsenkurs | Share price | Anleihe | Bond | Prognoseverfahren | Forecasting model | Theorie | Theory | 1976-1989 |
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