The pricing relationship of eurodollar futures and eurodollar deposit rates-Reference-Cited by-同舟云学术

The pricing relationship of eurodollar futures and eurodollar deposit rates

Published:1993-04 Issue:2 Volume:13 Page:115-126
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Fung Hung-Gay,Leung Wai K.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference35 articles.

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5. and (1991, August): “Cointegration: Some Results on U.S. Cattle Prices,” The Journal of Futures Markets, 461–474.

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