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Money market integration /
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 with p...
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
[Washington, D.C.] :
International Monetary Fund, Research Dept.,
2006.
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| Series: | IMF working paper ;
WP/06/207. |
| Subjects: | |
| Online Access: | Texto completo |