Eurodollar Futures and LIBOR

Muhammad Mustafa RASHID

Abstract


The Chicago Mercantile Exchange is a global derivatives market place. The CME group is an order driven exchange that facilitates the trading of forward, futures and options contract on numerous products within key asset classes such as agriculture/ energy/metals, equities, interest rates, and exchange rates. Hence a very popular US interest rate futures contract is the three-month Eurodollar futures traded on the CME.

Keywords. Eurodollar; LIBOR; Interest rates; Financial crises.

JEL. N10; N20; E40; E50; G21.

Keywords


Eurodollar; LIBOR; Interest rates; Financial crises.

Full Text:


References


Brealey, R., Myers, S., & Allen, F. (2019). Principles of Corporate Finance 9th Edition, McGraw Hill.

Hull, J.C. (2002). Options, Futures and Other Derivatives, 5th Edition, Pearson.

Rose, P.S. (2008). Money and Capital Markets, 10th Edition, McGraw Hill.

Rashid, M.M. (2019). A Survey of US and International Financial Regulation Architecture,

Rashid, M.M. (2019). International Financial Credit Crises; Lessons from Canada. Journal of Economics Bibliography, 7(2), 100-110.

Gordan, R.J. (2009). Macroeconomics, 11th Edition , Pearson.

Rosen, H., & Gayer, T. (2013). Public Finance, 10th Edition, McGraw Hill.

Hubbard, R.G. (2007). Money the Financial System and the Economy, 6th Edition, Addison Wesley.




DOI: http://dx.doi.org/10.1453/jeb.v9i1.2295

Refbacks

  • There are currently no refbacks.


.......................................................................................................................................................................................................................................................................................................................................

Journal of Economics Bibliography - J. Econ. Bib.  - JEB - www.kspjournals.org

ISSN: 2149-2387.

Editor: [email protected]  Secretarial: [email protected]  Istanbul - Turkey.

Copyright © KSP Library