Integration of key worldwide money market interest rates and the federal funds rate : an empirical investigation
Krishna M. Kasibhatla
| Year of publication: |
2012
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|---|---|
| Authors: | Kasibhatla, Krishna Moorti |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 6.2012, 4, p. 125-138
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| Subject: | Libor | Unit Root | Cointegration | Granger Causality | Geldmarkt | Money market | Zins | Interest rate | Kausalanalyse | Causality analysis | Kointegration | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009633842