Showing 1 - 10 of 157
This article examines the dynamic relationship between two key U.S. money market interest rates - the federal funds rate and the 3-month Treasury bill rate. Using daily data over the period 1974 to 1999, we find a long-run relationship between these two rates that is remarkably stable across...
Persistent link: https://www.econbiz.de/10005490888
Persistent link: https://www.econbiz.de/10000480773
Persistent link: https://www.econbiz.de/10000458505
Persistent link: https://www.econbiz.de/10000434046
Persistent link: https://www.econbiz.de/10000437000
Persistent link: https://www.econbiz.de/10003765665