Trading strategies based on term structure model residuals
Rainer Jankowitsch and Michaela Nettekoven
| Year of publication: |
2008
|
|---|---|
| Authors: | Jankowitsch, Rainer ; Nettekoven, Michaela |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 3/4, p. 281-298
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Informationswert | Information value | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003744795