๐”– Bobbio Scriptorium
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The relationship between U.S. and eurodollar interest rates: Evidence from the futures market

โœ Scribed by Tse, Yiuman ;Booth, G. Geoffrey


Book ID
112829988
Publisher
Springer
Year
1995
Tongue
English
Weight
910 KB
Volume
131
Category
Article
ISSN
1610-2924

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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