The impact of federal funds target changes on interest rate volatility

International Review of Economics and Finance

Volumn 15, Issue 2, 2006, Pages 241-259

  Lee, Jim ^a  

^a TEXAS A AND M UNIVERSITY CORPUS CHRISTI   (United States)

Author keywords

EGARCH; Federal funds futures; Federal funds rate target; Interest rate volatility

Indexed keywords

EID: 33747885445     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2004.11.005     Document Type: Article

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