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~institution:"Federal Reserve Bank of Chicago"
~institution:"Université Paris-Dauphine (Paris IX)"
~person:"Dumas, Bernard"
~person:"Jacquillat, Bertrand"
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Dumas, Bernard
Jacquillat, Bertrand
de Boyer des Roches, Jérôme
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Université Paris-Dauphine (Paris IX)
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The
money
and bond markets in France: Segmentation vs. integration
Dumas, Bernard
;
Jacquillat, Bertrand
-
Université Paris-Dauphine (Paris IX)
-
1990
the overnight rate implied in bond price data to the actual overnight
money
market rate. We conclude that the two rates …
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