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isPartOf:"The journal of futures markets"
~isPartOf:"Applied financial economics"
~isPartOf:"Working paper"
~subject:"Derivative"
~subject:"Estimation"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Geldmarkt"
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A factor model of the term structure of interest rates and risk premium estimation for Latvia's money market
Ajevskis, Viktors
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003353607
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2
One-month LIBOR derivatives
Neely, Christopher J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986835
Saved in:
3
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
4
Risk assessment for banking systems
Elsinger, Helmut
-
2002
Persistent link: https://www.econbiz.de/10013436793
Saved in:
5
Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975514
Saved in:
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