๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Term Premium Determinants, Return Enhancement and Interest Rate Predictability

โœ Scribed by Richard Deaves


Book ID
108567735
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
124 KB
Volume
25
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Mean reversion of interest-rate term pre
โœ Park, Tae H.; Switzer, Lorne N. ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1022 KB

Financial futures contracts offer investors a wide variety of spread positions. This article studies two of the most popular types of intercommodity spread strategies on Treasury futures contracts: the note over bond (NOB) spread and the 5-year note over bond (FOB) spread. The NOB and the FOB spread