Hilton, Richard Spence - 2006
Intro -- Contents -- I. INTRODUCTION -- II. THE FEDERAL FUNDS AND THE EURODOLLAR MARKETS -- III. EMPIRICAL STRATEGY -- IV. DATA -- V. PRELIMINARY DATA ANALYSIS -- VI. ESTIMATION AND RESULTS -- A. Step 1: Daily NY Federal Funds vs. London Eurodollars -- B. Step 2: Daily NY Federal Funds vs. NY...
