HCBE Faculty Articles

Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure

ORCID

Rebecca Abraham 0000-0002-3144-7759

Document Type

Article

Publication Title

The International Journal of Finance

ISSN

1041-2743

Publication Date

1993

Volume

2

Issue

2

First Page

52

Last Page

66

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