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Fed funds futures variance futures - MaRDI portal

Fed funds futures variance futures (Q4554512)

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scientific article; zbMATH DE number 6979540
Language Label Description Also known as
English
Fed funds futures variance futures
scientific article; zbMATH DE number 6979540

    Statements

    title
    Fed funds futures variance futures (English)
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    author
    Damir Filipović
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    Anders B. Trolle
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    publication date
    14 November 2018
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    zbMATH Keywords
    fed funds futures
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    funding costs
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    unsecured interbank money market
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    Identifiers

    zbMATH DE Number
    6979540
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    OpenAlex ID
    W3124621666
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