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Maturity effects in the Mexican interest rate futures market

✍ Scribed by Pedro Gurrola; Renata Herrerías

Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
172 KB
Volume
31
Category
Article
ISSN
0270-7314

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✦ Synopsis

We thank Robert Webb (the Editor) and an anonymous referee for their extremely helpful comments and suggestions. We are also grateful to David Simon for his detailed discussion of an earlier version presented at the 2008 European Financial Management Annual Conference. The usual disclaimer applies. Pedro Gurrola thanks the hospitality and support of the Instituto Tecnológico Autónomo de México, where part of this research was done. Renata Herrerías gratefully acknowledges the financial support from the Asociación Mexicana de Cultura A.C.

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