The pricing relationship of eurodollar futures and eurodollar deposit rates

Hung‐Gay ‐G Fung, Wai K. Leung

Research output: Journal PublicationArticlepeer-review

Original languageEnglish
Pages (from-to)115-126
Number of pages12
JournalJournal of Futures Markets
Issue number2
Publication statusPublished - Apr 1993
Externally publishedYes

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting (all)
  • Finance
  • Economics and Econometrics

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