Synthetic Eurocurrency interest rate futures contracts
Subtitle: theory and evidence
By: Annie Koh, Richard Levich.
Contributors: Levich, Richard M.
Series: NBER working paper series -- working paper no. 3055; Working paper series (National Bureau of Economic Research) -- working paper no. 3055.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 53
Subjects: Interest rate futures.; Arbitrage.; Euro-dollar market.; Hedging (Finance); International finance.
Notes: "August 1989."

Includes bibliographical references (p. 49-50).

Binghamton University Libraries' copy bound with: Cyclical pricing of durable goods.