Eurodollar interest rate

Eurodollar interest rate

Interest rate earned on a Eurodollar deposit.
References in periodicals archive ?
If the reserve requirement reduction were viewed as leading to a greater risk of failure for depository institutions, as convention would seem to argue, we would expect the eurodollar interest rate to rise relative to the Treasury bill interest rate.
We use the eurodollar interest rate to proxy the explicit interest paid to bank deposit, ors.
The swaps data consist of one-week changes in rates from Wednesday to Wednesday, where the rates are the fixed rate in fixed-for-floating Eurodollar interest rate swaps.
Swaps rates are the fixed rate in fixed-for-floating interest rate swaps, where the floating rate is indexed to a short-term Eurodollar interest rate (often a three-month rate).
The third then estimates the implied volatility of three-month eurodollar interest rates from 1985 to 2001 and evaluates its ability to predict realized volatility.
The large changes in the IV of three-month eurodollar interest rates reflected uncertainty about future interest rates prior to the crash.
Targeted to market professionals and individual investors, the letter includes examination of support, resistance and momentum for such financial instruments as Dow Jones Industrial Average, NASDQ Composite, 10-Year Yield, Eurodollar interest rates, Nymex crude, and Euro and Japanese Yen interest rates.
The largest additions to interest receipts occur in 1989-91, when both the outstanding positions and the short-term Eurodollar interest rates applied to them rose rapidly.
The largest additions to interest payments occur in 1989-91, when both the outstanding positions and the short-term Eurodollar interest rates applied to them rose rapidly.
That Eurodollar interest rates are the same in Frankfurt and Manila is not necessarily inconsistent with the hypothesis that market participants expect depositors will bear sovereign risk in the residential jurisdiction.