International Corporate Strategy Hitotsubashi University / Economics University of California / /
IndustryTerm
finance theory / /
NaturalFeature
Qn i=1 Mt / Pn−1 / t+1 Mt / /
Organization
Graduate School / Chicago Board of Trade / Fed Funds Futures Contracts∗ James D. Hamilton Department / Hitotsubashi University / US Federal Reserve / University of California / San Diego / /
Person
James D. Hamilton / Lewis / Michael Bauer / Evans / Eric Swanson / Brent Bundick / /
Position
rt / model for forecasting holding gains / Marshall / /
Sources of Variation in Holding Returns for Fed Funds Futures Contracts∗ James D. Hamilton Department of Economics University of California, San Diego and