Three Essays on the Interest Rate Futures Differential 1. Empirical Investigation of the Size and the Nature of the Eurodollar Futures-Forward Differential 2. Decomposition of the Interest Rate Forward-Futures Price Differential 3. How Much Premium Is There for Interest Rate Futures?
Year of publication: |
2009-05-20
|
---|---|
Authors: | Shynkevich, Andrei |
Other Persons: | Don M. Chance (contributor) ; C. Wei Li (contributor) ; Ji-Chai Lin (contributor) ; Eric T. Hillebrand (contributor) ; Hui-Hsiung Kuo (contributor) |
Publisher: |
LSU |
Subject: | Finance (Business Administration) |
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