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Predicting changes in T‐bond futures spreads using implied yields from T‐bill futures
Author(s) -
Akemann Charles A.
Publication year - 1986
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/fut.3990060205
Subject(s) - futures contract , citation , bond , mathematics , economics , financial economics , computer science , library science , finance
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