Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Year of publication: |
2007
|
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Authors: | Lee, Cheng F. ; Shrestha, Keshab ; Welch, Robert L. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 28.2007, 2, p. 163-185
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Subject: | Staatspapier | Government securities | Euromarkt | Euromarkets | Kapitaleinkommen | Capital income | Kointegration | Cointegration | USA | United States |
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