An International Study of Efficiency and Risk in Money Markets

DOI10.1142/S0219024998000229zbMATH Open0909.90030OpenAlexW2027363884MaRDI QIDQ4216122

David Miles

Publication date: 28 December 1998

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024998000229

zbMATH Keywords

short term money market rates

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Related Items (2)

The efficiency effects of a single market for financial services in Europe. ⋮ Fixed income analysis for the global financial market. Money market, foreign exchange, securities, and derivatives

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