ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNS
Author:
Affiliation:
1. University of Southern Mississippi
2. University of Central Florida
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2001.tb00777.x/fullpdf
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4. Efficiency and volatility in the federal funds market;Dyl;Journal of Bank Research,1985
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation;Engle;Econometrica,1982
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