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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Cole, C. Steven"
~person:"Fung, Hung-gay"
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Interest rate derivative
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Cole, C. Steven
Fung, Hung-gay
Chance, Don M.
5
Gay, Gerald D.
5
Koch, Timothy W.
5
Ritchken, Peter H.
5
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
2
Accounting and finance
1
International review of economics & finance : IREF
1
Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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Forecasting interest rates with Eurodollar futures rates
Cole, C. Steven
- In:
The journal of futures markets
14
(
1994
)
1
,
pp. 37-50
Persistent link: https://www.econbiz.de/10001169808
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2
The pricing relationship of Eurodollar futures and Eurodollar deposit rates
Fung, Hung-gay
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10001141892
Saved in:
3
Memory in interest rate futures
Fung, Hung-gay
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 865-872
Persistent link: https://www.econbiz.de/10001158685
Saved in:
4
Do Treasury Bill futures rates satisfy rational expectation properties?
Cole, C. Steven
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 591-601
Persistent link: https://www.econbiz.de/10001110885
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