| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 965632 | Journal of Macroeconomics | 2009 | 4 Pages |
Abstract
This paper comments on the multivariate GARCH modeling of federal funds and the 3-month Treasury bill rate by Kyrtsou and Vorlow.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Bruce Mizrach,