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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Interest rate"
~subject:"United Kingdom"
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Review of quantitative finance and accounting
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Multi-market trading in the Eurodollar futures market
Tse, Yiuman
;
Bandyopadhyay, Paramita
- In:
Review of quantitative finance and accounting
26
(
2006
)
3
,
pp. 321-341
Persistent link: https://www.econbiz.de/10003307608
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2
Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
16
(
2001
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10001748001
Saved in:
3
Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447927
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