The behavior of interest rates implied by the term structure of Eurodollar futures

被引：50

作者：

Jegadeesh, N

Pennacchi, GG

机构：

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1996年 / 28卷 / 03期

关键词：

D O I：

10.2307/2077890

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：426 / 446

页数：21

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