Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Year of publication: |
2007
|
---|---|
Authors: | Lee, Cheng F. ; 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. 28.2007, 2, p. 163-185
|
Subject: | Staatspapier | Government securities | Euromarkt | Euromarkets | Kapitaleinkommen | Capital income | Kointegration | Cointegration | USA | United States |
-
Shrestha, Keshab, (2001)
-
An arbitrage-free model of the yield gap
Spencer, Peter D., (1999)
-
Chao, John C., (1997)
- More ...
-
Shrestha, Keshab, (2001)
-
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses
Lee, Cheng-few, (2007)
-
Shrestha, Keshab, (2001)
- More ...