مرکز منطقه ای اطلاع رساني علوم و فناوري - The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation

Title of article :

The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation

Author/Authors :

Lucio Sarno، نويسنده , , Daniel L. Thornton، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1079

To page :

1110

Keywords :

Interest rates , Equilibrium correction , Nonlinear dynamics , Term structure

Journal title :

Journal of Banking and Finance

Serial Year :

2003

Journal title :

Journal of Banking and Finance

Record number :

193491

Link To Document :