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

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

@article{9108314c824d403fa3adda2494755b67,

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

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

year = "1996",

month = aug,

day = "1",

doi = "10.2307/2077890",

language = "English (US)",

volume = "28",

pages = "426--446",

journal = "Journal of Money, Credit and Banking",

issn = "0022-2879",

publisher = "Wiley-Blackwell",

number = "3",

}

TY - JOUR

T1 - The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures

AU - Jegadeesh, Narasimhan

AU - Pennacchi, George G.

PY - 1996/8/1

Y1 - 1996/8/1

U2 - 10.2307/2077890

DO - 10.2307/2077890

M3 - Article

SN - 0022-2879

VL - 28

SP - 426

EP - 446

JO - Journal of Money, Credit and Banking

JF - Journal of Money, Credit and Banking

IS - 3

ER -