The term structure of interest rates: a comparative analysis of zero-coupon bond forward rates and Eurodollar futures rates
Forward rates and futures rates are conceptually identical in theory. In previous studies, the term structure has been used to demonstrate that there are synchronous changes among different maturities of coupon and zero-coupon bonds. Evidence has also been found that the magnitude of these synchr...
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/43132 http://scholar.lib.vt.edu/theses/available/etd-06112009-063153/ |