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Yield curve and volatility: lessons from Eurodollar futures and options
Bikbov, Ruslan, (2011)
Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options
Bikbov, Ruslan, (2009)
Monetary Policy Regimes and the Term Structure of Interest Rates
Chernov, Mikhail, (2009)