Conference Paper
The behavior of interest rates implied by the term structure of Eurodollar future
Keywords: Euro-dollar market; Econometric models; Interest rates; Futures;
Status: Published in Derivatives and intermediation ; Journal of money, credit and banking, v. 28, no. 3, pt.2
Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Proceedings
Publication Date: 1996
Issue: Aug
Pages: 426-451