LEADER 02609nam 2200661Ia 450 001 9910464847103321 005 20170814182539.0 010 $a1-4623-8410-2 010 $a1-4519-9238-6 010 $a1-283-51473-7 010 $a1-4519-9404-4 010 $a9786613827180 035 $a(CKB)3360000000443646 035 $a(EBL)3014514 035 $a(SSID)ssj0000942136 035 $a(PQKBManifestationID)11505454 035 $a(PQKBTitleCode)TC0000942136 035 $a(PQKBWorkID)10964411 035 $a(PQKB)11341193 035 $a(OCoLC)694141209 035 $a(MiAaPQ)EBC3014514 035 $a(EXLCZ)993360000000443646 100 $a20070314d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMoney market integration$b[electronic resource] /$fprepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati 210 $a[Washington, D.C.] $cInternational Monetary Fund, Research Dept.$d2006 215 $a1 online resource (28 p.) 225 1 $aIMF working paper ;$vWP/06/207 300 $a"September 2006." 300 $aCaption title. 311 $a1-4518-6467-1 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. INTRODUCTION""; ""II. THE FEDERAL FUNDS AND THE EURODOLLAR MARKETS""; ""III. EMPIRICAL STRATEGY""; ""IV. DATA""; ""V. PRELIMINARY DATA ANALYSIS""; ""VI. ESTIMATION AND RESULTS""; ""A. Step 1: Daily NY Federal Funds vs. London Eurodollars""; ""B. Step 2: Daily NY Federal Funds vs. NY Eurodollars""; ""C. Step 3: Intra-Day NY Federal Funds vs. NY Eurodollars""; ""VII. CONCLUSIONS""; ""REFERENCES"" 410 0$aIMF working paper ;$vWP/06/207. 606 $aEuro-dollar market$xEconometric models 606 $aFederal funds market (United States)$xEconometric models 606 $aForeign exchange rates$xEconometric models 606 $aMoney market$xEconometric models 608 $aElectronic books. 615 0$aEuro-dollar market$xEconometric models. 615 0$aFederal funds market (United States)$xEconometric models. 615 0$aForeign exchange rates$xEconometric models. 615 0$aMoney market$xEconometric models. 700 $aBartolini$b Leonardo$0127967 701 $aHilton$b R. Spence$0946749 701 $aPrati$b Alessandro$f1961-$0120813 712 02$aInternational Monetary Fund.$bResearch Dept. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464847103321 996 $aMoney market integration$92138971 997 $aUNINA