The pricing of minicipal bond index futures
Year of publication: |
1994
|
---|---|
Authors: | Hamilton, Thomas R. |
Other Persons: | Hein, Scott E. (contributor) ; Koch, Timothy W. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 5, p. 575-596
|
Subject: | Index-Futures | Index futures | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Kommunalverschuldung | Municipal debt | CAPM | USA | United States | 1985-1990 |
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