Browsing K-State Electronic Theses, Dissertations, and Reports: 2004 - by Subject "T-bill"

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Browsing K-State Electronic Theses, Dissertations, and Reports: 2004 - by Subject "T-bill"

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  • Forecasting the short end of the term structure of interest rates
    Graham, Austin (Kansas State University, 2010)
    This thesis examines the properties of two short-term interest rates: the federal funds rate and the rate of return on 90-day Treasury securities (T-Bills). Findings indicate strong evidence of cointegration among the two ...