๐”– Bobbio Scriptorium
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Information content of the born series

โœ Scribed by Charles Schwartz


Publisher
Elsevier Science
Year
1966
Tongue
English
Weight
321 KB
Volume
1
Category
Article
ISSN
0021-9991

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## Abstract This study shows that the Fed Funds spot rate mostly affects the level of key interest rates while the Fed Funds futures rate tends to affect both the level and the volatility. Such effects are more concentrated on the shorter segment of the yield curve. In addition, only an unexpected