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The effect of market opening and closing on the volatility of eurodollar futures prices
Author(s) -
Webb Robert I.,
Smith David G.
Publication year - 1994
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990140106
Subject(s) - eurodollar , futures contract , closing (real estate) , original research , citation , law and economics , classics , art history , economics , history , law , library science , financial economics , computer science , political science
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