A study of the American Middle-Long Term Bond Futures
碩士 === 淡江大學 === 管理科學學系 === 89 === This paper discuss about the American milddle and long termBond futures price efficiency and contracts spread price make profit. The date useed in this study are dailyCash and futures for CBOT bond futures markets, for the period betweenJanuary 1,2000 and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17375091261838758302 |