MEAN REVERSION OF INTEREST-RATE TERM PREMIUMS AND PROFITS FROM TRADING STRATEGIES WITH TREASURY FUTURES SPREADS

Authors
PARK TH SWITZER LN
Citation
Th. Park et Ln. Switzer, MEAN REVERSION OF INTEREST-RATE TERM PREMIUMS AND PROFITS FROM TRADING STRATEGIES WITH TREASURY FUTURES SPREADS, The journal of futures markets, 16(3), 1996, pp. 331-352
Citations number
16
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
16
Issue
3
Year of publication
1996
Pages
331 - 352
Database
ISI
SICI code
0270-7314(1996)16:3<331:MROITP>2.0.ZU;2-Q