ARBITRAGE OPPORTUNITIES WITH T-BILL-T-BOND FUTURES COMBINATIONS

被引：9

作者：

EASTERWOOD, JC ^{[1
]}

SENCHACK, AJ ^{[1
]}

机构：

[1] UNIV TEXAS,AUSTIN,TX 78712

来源：

JOURNAL OF FUTURES MARKETS | 1986年 / 6卷 / 03期

关键词：

D O I：

10.1002/fut.3990060308

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：433 / 442

页数：10

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