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isPartOf:"The journal of futures markets"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of financial crises"
~subject:"Zinsderivat"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Geldmarkt"
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Zinsderivat
Geldmarkt
43
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Baaquie, Belal E.
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The journal of futures markets
Applied economics letters
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
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2
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
3
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
4
A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Baaquie, Belal E.
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
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5
The components of interest rate swap spreads : theory and international evidence
Fehle, Frank
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 347-387
Persistent link: https://www.econbiz.de/10001765135
Saved in:
6
Predicting monetary policy with federal funds futures prices
Söderström, Ulf
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001567708
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