The information content of 3-month sterling futures (Q1274655)

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scientific article; zbMATH DE number 1238542
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English
The information content of 3-month sterling futures
scientific article; zbMATH DE number 1238542

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    The information content of 3-month sterling futures (English)
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    12 January 1999
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    interest rate futures
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    term structure
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    cointegration
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