Predicting short-term Eurodollar futures
Year of publication: |
2008
|
---|---|
Authors: | Chua, Chong Tze ; Ramaswamy, Krishna ; Stine, Robert A. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 18.2008/09, 4, p. 47-61
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Euro | US-Dollar | US dollar | Prognoseverfahren | Forecasting model |
-
Predicting short-term Eurodollar futures
Chua, Choong Tze, (2009)
-
Clarida, Richard H., (1993)
-
Clarida, Richard H., (1992)
- More ...
-
A dynamic model for the forward curve
Chua, Choong Tze, (2005)
-
A dynamic model for the forward curve
Chua, Choong Tze, (2008)
-
Predicting short-term Eurodollar futures
Chua, Choong Tze, (2009)
- More ...