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Normal backwardation in short‐term interest rate futures markets
Author(s) -
Krehbiel Tim,
Collier Roger
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199612)16:8<899::aid-fut4>3.0.co;2-h
Subject(s) - futures contract , interest rate , state (computer science) , economics , financial economics , management , humanities , philosophy , mathematics , finance , algorithm