Sökning: "Syed Fazal Hussain Shah"
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1. A Further Look at Short –Term Interest Rate Dynamics
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Short-term interest rate analysis is one of the most important topics in finance and economics. This paper looks at short-term interest rate dynamics using three different interest rate proxies with different maturities, one-month Eurodollar deposit rate, overnight Federal Funds rate, and Three-month Treasury bill yield under one flexible parametric specifications. LÄS MER
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