THE BEHAVIOR OF INTEREST-RATES IMPLIED BY THE TERM STRUCTURE OF EURODOLLAR FUTURES

Authors
JEGADEESH N PENNACCHI GG
Citation
N. Jegadeesh et Gg. Pennacchi, THE BEHAVIOR OF INTEREST-RATES IMPLIED BY THE TERM STRUCTURE OF EURODOLLAR FUTURES, Journal of money, credit and banking, 28(3), 1996, pp. 426-446
Citations number
23
Categorie Soggetti
Business Finance
Journal title
Journal of money, credit and banking → ACNP
ISSN journal
00222879
Volume
28
Issue
3
Year of publication
1996
Part
2
Pages
426 - 446
Database
ISI
SICI code
0022-2879(1996)28:3<426:TBOIIB>2.0.ZU;2-U