Money Market Integration

Money Market Integration
We use transaction-level data and detailed modeling of the high-frequency behavior of federal funds and Eurodollar yield spreads to provide evidence of strong integration between the federal funds and Eurodollar markets, the two core components of the dollar money market. Our results contrast with previous evidence of segmentation of these two... READ MORE...

Publication date: September 2006
ISBN 9781451864670
$18.00

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