Year-end seasonality in one-month LIBOR derivatives
Year of publication: |
2006
|
---|---|
Authors: | Neely, Christopher J. ; Winters, Drew B. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 13.2006, 3, p. 47-65
|
Subject: | Futures | Saisonale Schwankungen | Seasonal variations | Derivat | Derivative | Geldmarkt | Money market | Großbritannien | United Kingdom | 1990-2002 |
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