Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Year of publication: |
2024
|
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Authors: | Lee, Cheng F. ; Shrestha, Keshab ; Welch, Robert L. |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1159-1187
|
Subject: | Stationary | Fractional cointegration | TED spread | Kointegration | Cointegration | Staatspapier | Government securities | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Theorie | Theory | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Euromarkt | Euromarkets |
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