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Integration of LIBOR and Treasury bill yields over different monetary regimes

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  • Clinebell, John M.
  • Kahl, Douglas R.
  • Stevens, Jerry L.

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  • Clinebell, John M. & Kahl, Douglas R. & Stevens, Jerry L., 2000. "Integration of LIBOR and Treasury bill yields over different monetary regimes," Global Finance Journal, Elsevier, vol. 11(1-2), pages 17-30.
    • Handle: RePEc:eee:glofin:v:11:y:2000:i:1-2:p:17-30
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    Cited by:

    1. Jian Yang & Jaeun Shin & Moosa Khan, 2007. "Causal linkages between US and Eurodollar interest rates: further evidence," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 135-144.

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