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

• 1 August 1996
• journal article
• Published by JSTOR in Journal of Money, Credit and Banking
• Vol. 28  (3) , 426
• https://doi.org/10.2307/2077890

Abstract

Keywords

• RATES IMPLIED
• EURODOLLAR FUTURES
• TERM STRUCTURE
• INTEREST RATES
• BEHAVIOR OF INTEREST

All Related Versions

• Version 1, RePEc (Unconfirmed version)