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Persistence and nonlinearities in the US Federal Funds rate
Caporale, Guglielmo Maria, (2025)
Uncovering nonlinear dependencies in the treasury-funds rate spread : quantile-based explanation
Meng, Fanyu, (2025)
Trading Cost Decomposition During Federal Funds Rate Announcements
Frijns, Bart, (2016)
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A., (2001)
A test of long-run purchasing power parity
International evidence of temporary and permanent stock-price innovations : a mulivariate approach
Shively, Philip A., (2003)