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...

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Bibliografske podrobnosti
Glavni avtor: Bartolini, Leonardo
Drugi avtorji: Hilton, R. Spence, Prati, Alessandro
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2006.
Serija:IMF Working Papers; Working Paper ; No. 2006/207
Teme:
Online dostop:Full text available on IMF