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

Narasimhan Jegadeesh, George G. Pennacchi

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	426-446
Number of pages	21
Journal	Journal of Money, Credit and Banking
Volume	28
Issue number	3
DOIs	https://doi.org/10.2307/2077890
State	Published - Aug 1 1996

Online availability

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title = "The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures",

author = "Narasimhan Jegadeesh and Pennacchi, {George G.}",

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