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Profiting from Mean-Reverting Yield Curve Trading...

Profiting from Mean-Reverting Yield Curve Trading Strategies

Chua, Choong Tze, Koh, Winston T.H, Ramaswamy, Krishna
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Volume:
15
Language:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2006.627836
Date:
March, 2006
File:
PDF, 820 KB
english, 2006
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