Arbitrage Strategies with the KTB Futures

Korean Journal of Financial Studies 2003;32(2):59-105.
Published online May 31, 2003.

국채선물을 이용한 차익거래전략

이재하, 한덕희

Key Words: 국채선물,백워데이션,이자율스왑,지표채권,차익거래,Arbitrage,Backwardation,IRS,KTB futures,On-the-run

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