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isPartOf:"The journal of futures markets"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of financial crises"
~subject:"Volatilität"
~subject:"Zinsderivat"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Geldmarkt"
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Fan, Longzhen
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Fehle, Frank
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Hou, Xin
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Kuo, I.-doun
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Sultan, Jahangir
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Sun, Peng
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Sun, Qian
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The journal of futures markets
Applied economics letters
The journal of financial crises
Journal of banking & finance
6
International review of economics & finance : IREF
4
Journal of money, credit and banking : JMCB
4
Applied financial economics
3
International journal of theoretical and applied finance
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Journal of economics and finance
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
3
Current issues in economics and finance
2
Economics letters
2
International journal of finance & economics : IJFE
2
The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
American economic journal : a journal of the American Economic Association
1
Annual review of financial economics
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Applied economics
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Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
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BIS quarterly review : international banking and financial market developments
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Brussels economic review
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CBN journal of applied statistics
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Economic papers
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Economic perspectives
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Economic policy review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy policy
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European economic review : EER
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European financial management : the journal of the European Financial Management Association
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Finance a úvěr
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Finance research letters
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Financial markets and portfolio management
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Geldpolitik & Wirtschaft : Quartalsheft zur Geld- und Wirtschaftspolitik
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International finance
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International journal of economics and finance
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International journal of financial research
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International journal of monetary economics and finance
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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
Saved in:
2
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:
3
The sources of volatility transmission in the Euro area money market : from longer maturities to the overnight?
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 865-868
Persistent link: https://www.econbiz.de/10003996950
Saved in:
4
Implied deterministic volatility functions : an empirical test for Euribor options
Kuo, I.-doun
;
Wang, Kai-Li
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 319-347
Persistent link: https://www.econbiz.de/10003817589
Saved in:
5
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
6
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:
7
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
Saved in:
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