Browsing by Author "Granger, Cwj"

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Browsing by Author "Granger, Cwj"

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  • Anderson, Heather; Granger, Cwj; Hall, Tony (Mit Press, 1992)
    This paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically targeted short-term interest rates, the spreads between yields of different ...