Profiting from Mean-Reverting Yield Curve Trading Strategies
Chua, Choong Tze, Koh, Winston T.H, Ramaswamy, KrishnaVolume:
15
Language:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2006.627836
Date:
March, 2006
File:
PDF, 820 KB
english, 2006