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Switzer, Lorne N.
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Forecasting interest rates and yield spreads : the informational content of implied futures yields and best-fitting forward rate models
Park, Tae H.
- In:
Journal of forecasting
16
(
1997
)
4
,
pp. 209-224
Persistent link: https://www.econbiz.de/10001227329
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Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Park, Tae H.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 331-352
Persistent link: https://www.econbiz.de/10001198871
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