Treasury Bill Rates as Proxies for Expected Inflation
|Year of publication:||
|Authors:||Jones, Clifton T. ; Kahl, Douglas R. ; Stevens, Jerry L.|
Quarterly journal of business and economics : QJBE. - Lincoln, Neb : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563x. - Vol. 34.1995, 1, p. 80
Jones, Clifton Thomas, (1995)
Integration of Libor and Treasury Bill Yields Over Different Monetary Regimes - In this paper tests are conducted for cointegration and Granger-causality relationships between monthly yields on 90-day maturities for LIBOR and Treasury bills. Unlike prior studies, there is no evidence of increased integration between LIBOR and Treasury bill yields over time. Findings in this study suggest that ...
Clinebell, John M., (2000)
Clinebell, John M., (2008)
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