TRADING TREASURY BOND SPREADS AGAINST TREASURY BILL FUTURES - A MODEL AND EMPIRICAL-TEST OF THE TURTLE TRADE

被引：7

|

作者：

RENTZLER, JC

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1986年 / 6卷 / 01期

关键词：

D O I：

10.1002/fut.3990060105

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

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收藏

页码：41 / 61

页数：21

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