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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Marfatia, H. A."
~subject:"Interest rate derivative"
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Interest rate derivative
Beveridge-Nelson decomposition
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Derivat
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Geldpolitik
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Government securities
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Staatspapier
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co-integration
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fed funds futures market
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permanent and transitory shocks
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Marfatia, H. A.
Grasselli, Martino
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Applied financial economics
Journal of economic dynamics & control
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Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
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