Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric - Federal Reserve Bank of San Francisco - 2006
San Francisco
January 2006
Working Paper 2006-04
http://www.frbsf.org/publications/economics/papers/2006/wp06 … person in the Federal Reserve System.
** Gürkaynak: Economics Dept., Bilkent University, Ankara, Turkey, refet …
The observations are monthly and are taken on the next-to-last business day of each month; we avoid using the
last …