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Do systematic risk premiums persist in eurodollar futures prices?
Author(s) -
Krehbiel Tim,
Adkins Lee C.
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199606)16:4<389::aid-fut2>3.0.co;2-e
Subject(s) - futures contract , administration (probate law) , eurodollar , state (computer science) , political science , library science , economics , financial economics , law , computer science , algorithm