Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis
Year of publication: |
2001
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Authors: | Shrestha, Keshab ; Welch, Robert L. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 16.2001, 1, p. 65-80
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Subject: | Euromarkt | Euromarkets | Staatspapier | Government securities | Zins | Interest rate | Kointegration | Cointegration | USA | United States |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of quantitative finance and accounting |
Source: | ECONIS - Online Catalogue of the ZBW |
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