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...
| Autore principale: | |
|---|---|
| Altri autori: | , |
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2006/207 |
| Soggetti: | |
| Accesso online: | Full text available on IMF |