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. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 16.2001, 1, p. 65-80
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