THE MICROMECHANICS OF THE FEDERAL-FUNDS MARKET - IMPLICATIONS FOR DAY-OF-THE-WEEK EFFECTS IN FUNDS RATE VARIABILITY

被引：57

作者：

SPINDT, PA ^{[1
]}

HOFFMEISTER, JR ^{[1
]}

机构：

[1] ARIZONA STATE UNIV,COLL BUSINESS,TEMPE,AZ 85287

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1988年 / 23卷 / 04期

关键词：

D O I：

10.2307/2331079

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：401 / 416

页数：16

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