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Record Nr. |
UNINA9910464847103321 |
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Autore |
Bartolini Leonardo |
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Titolo |
Money market integration [[electronic resource] /] / prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Research Dept., 2006 |
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ISBN |
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1-4623-8410-2 |
1-4519-9238-6 |
1-283-51473-7 |
1-4519-9404-4 |
9786613827180 |
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Descrizione fisica |
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1 online resource (28 p.) |
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Collana |
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IMF working paper ; ; WP/06/207 |
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Altri autori (Persone) |
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HiltonR. Spence |
PratiAlessandro <1961-> |
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Soggetti |
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Euro-dollar market - Econometric models |
Federal funds market (United States) - Econometric models |
Foreign exchange rates - Econometric models |
Money market - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"September 2006." |
Caption title. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""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 Eurodollars""; ""C. Step 3: Intra-Day NY Federal Funds vs. NY Eurodollars""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
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