The information in global interest rate futures contracts

Article (Web of Science), Early Access (Web of Science)

• cited authors: Brooks, Robert; Cline, Brandon N.; Teterin, Pavel; You, Yu
• publication date: March 29, 2022
• webpage: Web of Science
• published in: JOURNAL OF FUTURES MARKETS Journal
• category: BUSINESS, FINANCE Category

keywords

• expectations hypothesis
• rate-based futures contracts
• term structure