Predicting Short-term Eurodollar Futures

Author

Choong Tze CHUA, Singapore Management UniversityFollow
Krishna Ramaswamy, Wharton School of Business, University of Pennsylvania
Robert Stine, Wharton School of Business, University of Pennsylvania

Publication Type

Journal Article

Publication Date

2008

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Journal of Fixed Income

Volume

18

Issue

4

First Page

47

Last Page

61

ISSN

1059-8596

Identifier

10.3905/JFI.2009.18.4.047

Citation

CHUA, Choong Tze; Ramaswamy, Krishna; and Stine, Robert. Predicting Short-term Eurodollar Futures. (2008). Journal of Fixed Income. 18, (4), 47-61.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1073