Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads

Journal of Futures Markets

Volumn 16, Issue 3, 1996, Pages 331-352

  Park, Tae H ^a   Switzer, Lohne N ^b  

^a North Central College Piano Academy

^b Gina Cody School of Engineering and Computer Science

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030527592     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199605)16:3<331::AID-FUT5>3.0.CO;2-K     Document Type: Article

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