Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: How does the Eurodollar Interest Rate behave?   An empirical analysis on Eurodollar interest rates daily data in the time
period 1990-1996, is performed and compared with Libor data in the time period
1984-1998. The complementary cumulative distributions for the daily
fluctuations at different maturity dates and the Power Spectral Density are
computed. We find that the probability distribution shows `fat' tails with
non-Gaussian behaviours. Moreover, we study the correlations among Eurodollar
interest rates fluctuations with different maturity dates. By using an original
clustering linkage, we show how the collective motion of the interest rates
curve can be analyzed in sub-groups of maturity dates with similar behaviours.

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The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
19
The categories of this paper are: eess
37
The categories of this paper are: supr-con
26
The categories of this paper are: bayes-an
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
0
The categories of this paper are: hep-ph
16
The categories of this paper are: stat
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs
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The categories of this paper are: math
21
The categories of this paper are: adap-org
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The categories of this paper are: nucl-ex
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The categories of this paper are: acc-phys