Titre Spread overreaction in international bond markets [electronic resource] / by Gregory D. Sutton.

Adresse Bibliographique

Basle, Switzerland : Bank for International Settlements, Monetary and Economic Dept, c1998.

Exemplaires

Localisation	Cote	Statut
Innovative University Special Collections	HG3879	AVAILABLE

Collection	BIS working papers ; no. 55
	BIS working papers (Online) ; no. 55.
Notes	Title from home page (viewed on Nov. 13, 2003).
	"June 1998.".
Bibliography	Includes bibliographical references.
Sujet	Bond market -- Mathematical models.
	Government securities -- Mathematical models.
	Rate of return -- Mathematical models.
Autre Auteur	Bank for International Settlements. Monetary and Economic Dept.