The information content of 3-month sterling futures (Q1274655): Difference between revisions
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Property / cites work: A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency / rank | |||
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Property / cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes / rank | |||
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Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0165-1765(98)00164-5 / rank | |||
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Latest revision as of 11:43, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | The information content of 3-month sterling futures |
scientific article |
Statements
The information content of 3-month sterling futures (English)
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12 January 1999
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interest rate futures
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term structure
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cointegration
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