๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Forecasting interest rates with eurodollar futures rates

โœ Scribed by C. Steven Cole; William Reichenstein


Book ID
102842825
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
714 KB
Volume
14
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The pricing relationship of eurodollar f
โœ Hung-Gay Fung; Wai K. Leung ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 678 KB

Garbade and Silber (1983a) , among others] have analyzed the price discovery function of various futures markets. Their results generally support the view that the futures market provides useful information to forecast spot market price movement. This article examines the pricing relationship of E

Pricing stock index futures with stochas
โœ Nusret Cakici; Sris Chatterjee ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 808 KB

This research was partly funded by a grant from the Coordinating Council of Business Studies at Rutgers University. We gratefully acknowledge the superb research assistance of Steve Alessandrini, and the comments of two anonymous referees. This paper was presented at the 1990 meeting of the Northern

Forecasting changes in UK interest rates
โœ Tae-Hwan Kim; Paul Mizen; Thanaset Chevapatrakul ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 199 KB

## Abstract Making accurate forecasts of the future direction of interest rates is a vital element when making economic decisions. The focus on central banks as they make decisions about the future direction of interest rates requires the forecaster to assess the likely outcome of committee decisio

Are t-bill futures good forecasters of i
โœ Charles T. Howard ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 624 KB

ince the level of interest rates is so critical to the profitability of many busi-S ness organizations, particularly financial institutions, much time and effort is spent attempting to forecast their probable future course. This activity has become even more critical with today's highly volatile mar

Memory in interest rate futures
โœ Hung-Gay Fung; Wai-Chung Lo ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 423 KB

CCC 0270-7314/93/080865-08 'Spectral density (defined on a frequency domain) is the Fourier cosine transform of the autocorrelation function of a time series. Knowledge of the autocovariance function is mathematically equivalent to knowledge of the spectral density and vice versa.