The behavior of interest rates implied by the term structure of Eurodollar future
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Other versions of this item:
- Jegadeesh, Narasimhan & Pennacchi, George G, 1996. "The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(3), pages 426-446, August.
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KeywordsEconometric models ; Interest rates ; Euro-dollar market ; Futures;
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