Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Cheng Few Lee, Keshab Shrestha, and Robert L. Welch
| Year of publication: |
2024
|
|---|---|
| Authors: | Lee, Cheng F. ; Shrestha, Keshab ; Welch, Robert L. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1159-1187
|
| Subject: | Stationary | Fractional cointegration | TED spread | Kointegration | Cointegration | Staatspapier | Government securities | Zinsstruktur | Yield curve | Theorie | Theory | Euromarkt | Euromarkets | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046719