The relationship between U.S. and eurodollar interest rates: Evidence from the futures market
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Bibliographic InfoArticle provided by Springer in its journal Weltwirtschaftliches Archiv.
Volume (Year): 131 (1995)
Issue (Month): 1 (March)
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Find related papers by JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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