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Search found 2 matches
by
TomK
February 5th, 2007, 4:31 pm
Forum:
Technical Forum
Topic:
Inflation seasonality sources
Replies:
8
Views:
82550
Inflation seasonality sources
Have calculated seasonals from historic data for EUR HICP exT, but would be intereseted to know if a market standard has developed as the market has matured?
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by
TomK
February 1st, 2007, 3:30 pm
Forum:
General Forum
Topic:
Why do futures/IMM FRA data show no convexity?
Replies:
3
Views:
81830
Why do futures/IMM FRA data show no convexity?
I may be wrong but I would have expected the convexity correction for the 8th future to be ~ 0.8-1bp not the 5-7bp you quote?
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