02609nam 2200661Ia 450 991046484710332120170814182539.01-4623-8410-21-4519-9238-61-283-51473-71-4519-9404-49786613827180(CKB)3360000000443646(EBL)3014514(SSID)ssj0000942136(PQKBManifestationID)11505454(PQKBTitleCode)TC0000942136(PQKBWorkID)10964411(PQKB)11341193(OCoLC)694141209(MiAaPQ)EBC3014514(EXLCZ)99336000000044364620070314d2006 uf 0engur|n|---|||||txtccrMoney market integration[electronic resource] /prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati[Washington, D.C.] International Monetary Fund, Research Dept.20061 online resource (28 p.)IMF working paper ;WP/06/207"September 2006."Caption title.1-4518-6467-1 Includes bibliographical references.""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""IMF working paper ;WP/06/207.Euro-dollar marketEconometric modelsFederal funds market (United States)Econometric modelsForeign exchange ratesEconometric modelsMoney marketEconometric modelsElectronic books.Euro-dollar marketEconometric models.Federal funds market (United States)Econometric models.Foreign exchange ratesEconometric models.Money marketEconometric models.Bartolini Leonardo127967Hilton R. Spence946749Prati Alessandro1961-120813International Monetary Fund.Research Dept.MiAaPQMiAaPQMiAaPQBOOK9910464847103321Money market integration2138971UNINA