The behavior of interest rates implied by the term structure of Eurodollar future

Narasimhan Jegadeesh and George Pennacchi

Proceedings, 1996, issue Aug, 426-451

Keywords: Euro-dollar market; Econometric models; Interest rates; Futures (search for similar items in EconPapers)
Date: 1996
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Journal Article: The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures (1996)
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