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

Author(s)

R. Trippi
Rebecca Abraham, Nova Southeastern UniversityFollow

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

Comments

Citation details to be verified.

NSUWorks Citation

Trippi, R. and Abraham, Rebecca, "Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure" (1993). HCBE Faculty Articles. 857.
https://nsuworks.nova.edu/hcbe_facarticles/857