Tse, Yiuman; Bandyopadhyay, Paramita - In: Review of Quantitative Finance and Accounting 26 (2006) 3, pp. 321-341
On March 18, 2004, the London International Financial Futures and Options Exchange launched trading in Eurodollar futures contracts in an attempt to compete with a U.S. rival, the Chicago Mercantile Exchange. The Chicago Mercantile Exchange responded to the challenge by introducing several...