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Whatś unique about the federal funds rate? : Evidence from a spectral perspective
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974839
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What's unique about the federal funds rate? : evidence from a spectral perspective
Sarno, Lucio; Thornton, Daniel L.; Wen, Yi - In: Oxford bulletin of economics and statistics 69 (2007) 2, pp. 293-319
Persistent link: https://www.econbiz.de/10003439758
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The dynamic relationship between the Federal Funds Rate and the treasury bill rate : an empirical investigation
Sarno, Lucio; Thornton, Daniel L. - 2000
Persistent link: https://www.econbiz.de/10001580929
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The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio; Thornton, Daniel L. - In: Journal of banking & finance 27 (2003) 6, pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
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Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
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Federal funds rate prediction
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
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The efficient market hypothesis and identification in structural VARs
Sarno, Lucio; Thornton, Daniel L. - In: Review / Federal Reserve Bank of St. Louis 86 (2004) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10002156376
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
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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. - In: Journal of financial economics 89 (2008) 1, pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
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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