Money market integration [[electronic resource] /] / prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati |
Autore | Bartolini Leonardo |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2006 |
Descrizione fisica | 1 online resource (28 p.) |
Altri autori (Persone) |
HiltonR. Spence
PratiAlessandro <1961-> |
Collana | IMF working paper |
Soggetto topico |
Euro-dollar market - Econometric models
Federal funds market (United States) - Econometric models Foreign exchange rates - Econometric models Money market - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8410-2
1-4519-9238-6 1-283-51473-7 1-4519-9404-4 9786613827180 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""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"" |
Record Nr. | UNINA-9910464847103321 |
Bartolini Leonardo | ||
[Washington, D.C.], : International Monetary Fund, Research Dept., 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Money Market Integration / / Leonardo Bartolini, R. Spence Hilton, Alessandro Prati |
Autore | Bartolini Leonardo |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (28 p.) |
Altri autori (Persone) |
HiltonR. Spence
PratiAlessandro |
Collana | IMF Working Papers |
Soggetto topico |
Euro-dollar market - Econometric models
Federal funds market (United States) - Econometric models Foreign exchange rates - Econometric models Money market - Econometric models Banks and Banking Finance: General Interest Rates: Determination, Term Structure, and Effects Financial Markets and the Macroeconomy Monetary Policy General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Finance Banking International capital markets Money markets Financial markets Capital market Money market Banks and banking |
ISBN |
1-4623-8410-2
1-4519-9238-6 1-283-51473-7 1-4519-9404-4 9786613827180 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""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"" |
Record Nr. | UNINA-9910788401903321 |
Bartolini Leonardo | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Money Market Integration / / Leonardo Bartolini, R. Spence Hilton, Alessandro Prati |
Autore | Bartolini Leonardo |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (28 p.) |
Altri autori (Persone) |
HiltonR. Spence
PratiAlessandro |
Collana | IMF Working Papers |
Soggetto topico |
Euro-dollar market - Econometric models
Federal funds market (United States) - Econometric models Foreign exchange rates - Econometric models Money market - Econometric models Banking Banks and Banking Banks and banking Banks Capital market Depository Institutions Finance Finance: General Financial Markets and the Macroeconomy Financial markets General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects International capital markets Micro Finance Institutions Monetary Policy Money market Money markets Mortgages |
ISBN |
1-4623-8410-2
1-4519-9238-6 1-283-51473-7 1-4519-9404-4 9786613827180 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""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"" |
Record Nr. | UNINA-9910826314503321 |
Bartolini Leonardo | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|