EconPapers    
Economics at your fingertips  
 

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

Tae H. Park and Lorne Switzer ()

Journal of Futures Markets, 1996, vol. 16, issue 3, 331-352

Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jfutmk:v:16:y:1996:i:3:p:331-352

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314

Access Statistics for this article

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2021-07-23
Handle: RePEc:wly:jfutmk:v:16:y:1996:i:3:p:331-352