The information in global interest rate futures contracts
Robert Brooks, Brandon N. Cline, Pavel Teterin, Yu You
| Year of publication: |
2022
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|---|---|
| Authors: | Brooks, Robert ; Cline, Brandon N. ; Teterin, Pavel ; You, Yu |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 6, p. 1135-1166
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| Subject: | expectations hypothesis | rate-based futures contracts | term structure | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22323 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287935