Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
Learn More
Please use this identifier to cite or link to this item:
https://repository.iimb.ac.in/handle/2074/10366| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Moorthy, Vivek | - |
| dc.date.accessioned | 2019-11-05T14:21:13Z | - |
| dc.date.available | 2019-11-05T14:21:13Z | - |
| dc.date.issued | 1996 | - |
| dc.identifier.uri | http://repository.iimb.ac.in/handle/2074/10366 | - |
| dc.description.abstract | This paper detects a predictable response of short-term (Eurodollar) interest rate futures to US employment data during 1988-1993. A simulation with a trading rule derived from this predictable response generates systematic profits, thus violating the efficient markets hypothesis. | - |
| dc.publisher | Elsevier | - |
| dc.subject | Employment news | - |
| dc.subject | Excess returns | - |
| dc.subject | Interest rates | - |
| dc.title | Predictable and profitable price patterns: Evidence from US interest rates | - |
| dc.type | Journal Article | - |
| dc.identifier.doi | 10.1016/0165-1765(95)00789-X | - |
| dc.pages | 101-107p. | - |
| dc.vol.no | Vol.51 | - |
| dc.issue.no | Iss.1 | - |
| dc.journal.name | Economics Letters | - |
| Appears in Collections: | 1990-1999 | |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Moorthy_EL_1996_Vol.51_Iss.1.pdf | 430.72 kB | Adobe PDF | View/Open Request a copy |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.