๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures

โœ Scribed by Jegadeesh, Narasimhan; Pennacchi, George G.


Book ID
126812186
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
463 KB
Volume
28
Category
Article
ISSN
0022-2879

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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