DO SYSTEMATIC-RISK PREMIUMS PERSIST IN EURODOLLAR FUTURES PRICES

Authors
KREHBIEL T ADKINS LC
Citation
T. Krehbiel et Lc. Adkins, DO SYSTEMATIC-RISK PREMIUMS PERSIST IN EURODOLLAR FUTURES PRICES, The journal of futures markets, 16(4), 1996, pp. 389-403
Citations number
9
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
16
Issue
4
Year of publication
1996
Pages
389 - 403
Database
ISI
SICI code
0270-7314(1996)16:4<389:DSPPIE>2.0.ZU;2-U