Information Flows Between The Eurodollar Spot and Futures Markets

Yin-Wong Cheung
Hung-Gay Fung

The Center for International Studies of the University of Missouri-St. Louis issues Occasional Papers at irregular intervals from ongoing research projects, thereby providing a viable means for communicating tentative results. Comments on these papers, therefore, are particularly welcome. Occasional Papers should not be reproduced or quoted at length without the consent of the author or of the Center for International Studies.

Abstract