Work

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

Year: 1996

Type: article

Source: Journal of money credit and banking

DOI: 10.2307/2077890

Authors: Narasimhan Jegadeesh, George G. Pennacchi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2149238010

FWCI: 14.3

Cites: 11

Cited by: 154

Related to: 10