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

Narasimhan Jegadeesh, George G. Pennacchi

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)426-446
Number of pages21
JournalJournal of Money, Credit and Banking
Volume28
Issue number3
DOIs
StatePublished - Aug 1 1996

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