Volatility patterns of short-term interest rate futures

Pedro Gurrola-Perez and Renata Herrerias

Year of publication:	2021
Authors:	Gurrola-Perez, Pedro ; Herrerias, Renata
Subject:	Futures contracts \| interbank rates \| maturity effect \| Samuelson hypothesis \| short-term interest rates futures \| volatility \| Zinsderivat \| Interest rate derivative \| Volatilität \| Volatility \| Zins \| Interest rate \| Derivat \| Derivative \| Fälligkeit \| Maturity \| Zinsstruktur \| Yield curve \| Geldmarkt \| Money market \| Theorie \| Theory

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