Performance of yield curve riding strategy in treasury markets : international evidence 1986-1999.

Riding the Yield Curve

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Bibliographic Details
Main Authors: Chiow, Hung Lian., Tan, Li Teng.
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11190
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Institution: Nanyang Technological University
Description
Summary:Riding the Yield Curve