Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure

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Original language	American English
Journal	The International Journal of Finance
Volume	2
State	Published - Jan 1 1993

Disciplines

@article{5708ad6533bc485e914a0dab09fd3553,

title = "Interest Rates Implied in the Prices of S\&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure",

author = "R. Trippi and Rebecca Abraham",

year = "1993",

month = jan,

day = "1",

language = "American English",

volume = "2",

journal = "The International Journal of Finance",

issn = "1041-2743",

}

TY - JOUR

T1 - Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure

AU - Trippi, R.

AU - Abraham, Rebecca

PY - 1993/1/1

Y1 - 1993/1/1

UR - https://nsuworks.nova.edu/hcbe_facarticles/857

M3 - Article

SN - 1041-2743

VL - 2

JO - The International Journal of Finance

JF - The International Journal of Finance

ER -