Stabile, Giovanni A (1994) Settlement method of Eurodollar futures and the expiration day effects. Masters thesis, Concordia University.
Preview |
Text (application/pdf)
4MBMM97618.pdf |
Abstract
"This paper examines any abnormal change in the trading volume, three-month LIBOR, daily and intraday volatility of Eurodollar futures prices around expiration days over a ten year period."--Abstract.
| Divisions: | Concordia University > John Molson School of Business |
|---|---|
| Item Type: | Thesis (Masters) |
| Authors: | Stabile, Giovanni A |
| Pagination: | ix, 111 leaves ; 29 cm. |
| Institution: | Concordia University |
| Degree Name: | M. Sc. |
| Program: | Administration |
| Department (as was): | Faculty of Commerce and Administration |
| Date: | 1994 |
| Thesis Supervisor(s): | Park, Tae H |
| Identification Number: | HG 3897 S7 1994 |
| ID Code: | 4200 |
| Deposited By: | Concordia University Library |
| Deposited On: | 27 Aug 2009 19:37 |
| Last Modified: | 20 Oct 2022 16:27 |
| Related URLs: |
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.
Repository Staff Only: item control page
Download Statistics
Download Statistics