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~isPartOf:"Applied mathematical finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Thornton, Daniel L."
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
-
2007
Persistent link: https://www.econbiz.de/10003549589
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2
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
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2005
Persistent link: https://www.econbiz.de/10013424666
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3
Federal funds rate prediction
Sarno, Lucio
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2004
Persistent link: https://www.econbiz.de/10013424490
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4
The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio
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2002
Persistent link: https://www.econbiz.de/10013423817
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