HCBE Faculty Articles
Title
Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure
Document Type
Article
Publication Date
1993
Publication Title
The International Journal of Finance
ISSN or ISBN
1041-2743
Volume
2
Issue/Number
2
First Page
52
Last Page
66
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
Comments
Citation details to be verified.