The pricing relationship of eurodollar futures and eurodollar deposit rates

Hung‐Gay ‐G Fung, Wai K. Leung

Research output: Journal Publication › Article › peer-review

12 Citations (Scopus)

ASJC Scopus subject areas

@article{6253e73572274a7fbc42bb1caf43312e,

title = "The pricing relationship of eurodollar futures and eurodollar deposit rates",

author = "Fung, {Hung‐Gay ‐G} and Leung, {Wai K.}",

year = "1993",

month = apr,

doi = "10.1002/fut.3990130202",

language = "English",

volume = "13",

pages = "115--126",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "2",

}

TY - JOUR

T1 - The pricing relationship of eurodollar futures and eurodollar deposit rates

AU - Fung, Hung‐Gay ‐G

AU - Leung, Wai K.

PY - 1993/4

Y1 - 1993/4

UR - http://www.scopus.com/inward/record.url?scp=84978572788&partnerID=8YFLogxK

U2 - 10.1002/fut.3990130202

DO - 10.1002/fut.3990130202

M3 - Article

AN - SCOPUS:84978572788

SN - 0270-7314

VL - 13

SP - 115

EP - 126

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 2

ER -