The pricing relationship of eurodollar futures and eurodollar deposit rates

Hung‐Gay ‐G Fung; Wai K. Leung

doi:10.1002/fut.3990130202

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)

Original language	English
Pages (from-to)	115-126
Number of pages	12
Journal	Journal of Futures Markets
Volume	13
Issue number	2
DOIs	https://doi.org/10.1002/fut.3990130202
Publication status	Published - Apr 1993
Externally published	Yes

ASJC Scopus subject areas

Accounting
General Business,Management and Accounting
Finance
Economics and Econometrics

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10.1002/fut.3990130202

Cite this

Fung, HG. G., & Leung, W. K. (1993). The pricing relationship of eurodollar futures and eurodollar deposit rates. Journal of Futures Markets, 13(2), 115-126. https://doi.org/10.1002/fut.3990130202

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The pricing relationship of eurodollar futures and eurodollar deposit rates

ASJC Scopus subject areas

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