Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
| العنوان: | Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads |
|---|---|
| المؤلفون: | Lorne N. Switzer, Tae H. Park |
| المصدر: | Journal of Futures Markets. 16:331-352 |
| بيانات النشر: | Wiley, 1996. |
| سنة النشر: | 1996 |
| مصطلحات موضوعية: | Economics and Econometrics, Financial economics, media_common.quotation_subject, computer.software_genre, General Business, Management and Accounting, Interest rate, Treasury, Term (time), Accounting, Mean reversion, Economics, Trading strategy, Algorithmic trading, computer, Futures contract, Finance, media_common |
| تدمد: | 1096-9934 0270-7314 |
| DOI: | 10.1002/(sici)1096-9934(199605)16:3<331::aid-fut5>3.0.co;2-k |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::7eb68aae6a9265bd63fe488fe23a863a https://doi.org/10.1002/(sici)1096-9934(199605)16:3<331::aid-fut5>3.0.co;2-k |
| Rights: | CLOSED |
| رقم الانضمام: | edsair.doi...........7eb68aae6a9265bd63fe488fe23a863a |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 10969934 02707314 |
|---|---|
| DOI: | 10.1002/(sici)1096-9934(199605)16:3<331::aid-fut5>3.0.co;2-k |