Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10001862662
Persistent link: https://www.econbiz.de/10000722699
We use transaction-level data and detailed modeling of the high-frequency behavior of federal funds and Eurodollar yield spreads to provide evidence of strong integration between the federal funds and Eurodollar markets, the two core components of the dollar money market. Our results contrast...
Persistent link: https://www.econbiz.de/10014404232
Persistent link: https://www.econbiz.de/10000127014
Persistent link: https://www.econbiz.de/10000918695
Persistent link: https://www.econbiz.de/10000819683
Persistent link: https://www.econbiz.de/10000705893
Persistent link: https://www.econbiz.de/10000713382
Persistent link: https://www.econbiz.de/10000716710
Persistent link: https://www.econbiz.de/10000693418