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isPartOf:"The journal of futures markets"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic quarterly"
~isPartOf:"Financial markets and portfolio management"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Derivative"
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Search: subject_exact:"Geldmarkt"
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Calhoun, James
1
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1
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1
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1
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1
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1
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The journal of futures markets
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1
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
2
VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin
;
Mauck, Nathan
;
Chen, Denghui
- In:
Financial markets and portfolio management
26
(
2012
)
3
,
pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
Saved in:
3
Federal funds futures, risk premium and monetary policy actions
Nourzad, Farrokh
;
Calhoun, James
;
Kurkiewicz, Adam
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1317-1330
Persistent link: https://www.econbiz.de/10009625373
Saved in:
4
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:
5
Daily changes in fed funds futures prices
Hamilton, James D.
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
4
,
pp. 567-582
Persistent link: https://www.econbiz.de/10003844248
Saved in:
6
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
7
Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B.
;
Craig, Ben R.
;
Melick, William Robert
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1203-1242
Persistent link: https://www.econbiz.de/10003244378
Saved in:
8
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:
9
Using the federal funds futures market to predict monetary policy actions
Owens, Raymond
;
Webb, Roy H.
- In:
Economic quarterly
87
(
2001
)
2
,
pp. 69-77
Persistent link: https://www.econbiz.de/10001610118
Saved in:
10
Pascal spreading of short-term interest rate contracts
Merrick, John J.
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 889-910
Persistent link: https://www.econbiz.de/10001530839
Saved in:
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